-53.2%
TEAM vs SPYG
+84.1%
-137.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.3% |
| 7D | -4.7% | +0.3% | -5.0% | -5.0% |
| 30D | +17.0% | -1.7% | +18.7% | +20.0% |
| 3M | +85.9% | +3.6% | +82.3% | +75.1% |
| 6M | +116.7% | +16.6% | +100.1% | +70.8% |
| YTD | +9.6% | +13.4% | -3.8% | -10.2% |
| 1Y | -2.5% | +19.6% | -22.1% | -27.0% |
| 3Y | -14.0% | +99.8% | -113.7% | -72.7% |
| All | -53.2% | +84.1% | -137.4% | -81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPYG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling