+210.2%
TER vs SPYG
+93.9%
+116.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.7% | +6.6% | +5.1% |
| 7D | +5.9% | -1.5% | +7.4% | +10.5% |
| 30D | -30.8% | -7.2% | -23.6% | -18.8% |
| 3M | -29.9% | -4.6% | -25.3% | -21.4% |
| 6M | -27.5% | -1.2% | -26.2% | -21.2% |
| YTD | +37.5% | +9.3% | +28.2% | +28.0% |
| 1Y | +50.3% | +8.8% | +41.4% | +41.6% |
| All | +210.2% | +93.9% | +116.3% | +22.7% |
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 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