+228.2%
TER vs SPYG
+83.9%
+144.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.7% |
| 7D | +12.4% | +0.3% | +12.0% | +11.6% |
| 30D | +5.1% | -1.7% | +6.8% | +8.1% |
| 3M | +4.0% | +3.6% | +0.3% | +0.7% |
| 6M | +29.5% | +16.6% | +12.9% | +7.0% |
| YTD | +98.5% | +13.4% | +85.1% | +71.9% |
| 1Y | +234.1% | +19.6% | +214.5% | +171.2% |
| 3Y | +289.0% | +99.8% | +189.3% | +58.9% |
| 5Y | +228.2% | +85.0% | +143.2% | +54.9% |
| All | +228.2% | +83.9% | +144.3% | +54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling