+710.2%
TER vs SPYG
+528.0%
+182.3%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -4.1% |
| 7D | +14.4% | +2.3% | +12.0% | +11.4% |
| 30D | -30.6% | -6.5% | -24.1% | -22.6% |
| 3M | -39.2% | -6.8% | -32.3% | -31.4% |
| 6M | -31.3% | -3.1% | -28.1% | -24.4% |
| YTD | +29.1% | +8.0% | +21.1% | +24.9% |
| 1Y | +47.4% | +10.2% | +37.2% | +39.5% |
| 3Y | +191.2% | +91.0% | +100.2% | +40.1% |
| 5Y | +74.0% | +67.7% | +6.2% | +2.1% |
| 10Y | +1,005.1% | +393.9% | +611.2% | +70.1% |
| All | +710.2% | +528.0% | +182.3% | -50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling