+199.8%
TER vs SPYG
+22.6%
+177.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.1% | +5.6% | +5.8% |
| 7D | +0.6% | +0.4% | +0.2% | -0.4% |
| 30D | -8.3% | -0.4% | -7.9% | -7.2% |
| 3M | -12.2% | +0.5% | -12.8% | -11.1% |
| 6M | +17.0% | +17.5% | -0.4% | -13.6% |
| YTD | +84.6% | +14.3% | +70.3% | +43.1% |
| 1Y | +199.8% | +21.7% | +178.1% | +105.9% |
| All | +199.8% | +22.6% | +177.2% | +105.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling