+995.4%
TER vs SPYG
+393.2%
+602.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -4.0% |
| 7D | +14.4% | +2.3% | +12.0% | +11.0% |
| 30D | -30.6% | -6.5% | -24.1% | -21.8% |
| 3M | -39.2% | -6.8% | -32.3% | -30.7% |
| 6M | -31.3% | -3.1% | -28.1% | -23.9% |
| YTD | +29.1% | +8.0% | +21.1% | +24.4% |
| 1Y | +47.4% | +10.2% | +37.2% | +38.7% |
| 3Y | +191.2% | +91.0% | +100.2% | +34.6% |
| 5Y | +74.0% | +67.7% | +6.2% | -1.3% |
| All | +995.4% | +393.2% | +602.2% | +42.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling