+292.2%
TER vs SPYG
+98.4%
+193.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.8% |
| 7D | +12.4% | +0.3% | +12.0% | +11.5% |
| 30D | +5.1% | -1.7% | +6.8% | +8.5% |
| 3M | +4.0% | +3.6% | +0.3% | +0.1% |
| 6M | +29.5% | +16.6% | +12.9% | +4.5% |
| YTD | +98.5% | +13.4% | +85.1% | +68.3% |
| 1Y | +234.1% | +19.6% | +214.5% | +164.2% |
| All | +292.2% | +98.4% | +193.7% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling