+802.8%
TEAM vs SPYG
+437.5%
+365.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.5% |
| 7D | -0.4% | +0.4% | -0.8% | -0.8% |
| 30D | +67.3% | -0.4% | +67.7% | +68.7% |
| 3M | +86.8% | +0.5% | +86.2% | +83.8% |
| 6M | +146.8% | +17.5% | +129.4% | +99.6% |
| YTD | +16.9% | +14.3% | +2.6% | -2.3% |
| 1Y | +12.8% | +21.7% | -8.9% | -13.4% |
| 3Y | -7.3% | +98.6% | -105.9% | -61.5% |
| 5Y | -50.7% | +85.1% | -135.8% | -76.4% |
| 10Y | +529.8% | +412.0% | +117.8% | -7.9% |
| All | +802.8% | +437.5% | +365.2% | +18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling