-35.7%
U vs SPYG
+154.9%
-190.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.8% | +3.7% | +2.9% |
| 7D | +5.5% | -0.9% | +6.4% | +7.4% |
| 30D | -1.3% | -1.5% | +0.2% | +1.5% |
| 3M | +64.6% | +3.7% | +60.8% | +52.1% |
| 6M | +119.4% | +16.4% | +102.9% | +60.4% |
| YTD | -0.5% | +13.3% | -13.8% | -22.0% |
| 1Y | +1.3% | +17.9% | -16.6% | -25.6% |
| 3Y | +15.6% | +98.3% | -82.7% | -71.9% |
| 5Y | -67.5% | +86.4% | -153.9% | -89.6% |
| All | -35.7% | +154.9% | -190.6% | -87.9% |
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