+1,851.9%
TER vs SPYG
+424.6%
+1,427.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +1.4% |
| 7D | +6.4% | -0.9% | +7.2% | +7.8% |
| 30D | -5.7% | -1.5% | -4.2% | -3.4% |
| 3M | -0.4% | +3.7% | -4.1% | -3.6% |
| 6M | +25.8% | +16.4% | +9.4% | +5.5% |
| YTD | +96.4% | +13.3% | +83.1% | +72.1% |
| 1Y | +229.2% | +17.9% | +211.4% | +176.4% |
| 3Y | +288.1% | +98.3% | +189.8% | +65.7% |
| 5Y | +219.9% | +86.4% | +133.5% | +53.5% |
| All | +1,851.9% | +424.6% | +1,427.3% | +154.9% |
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 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