-68.9%
U vs SPYG
+82.6%
-151.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | +0.6% |
| 7D | 0.0% | -1.8% | +1.8% | +3.6% |
| 30D | -4.1% | -1.9% | -2.2% | -0.6% |
| 3M | +57.8% | +5.2% | +52.7% | +41.2% |
| 6M | +103.5% | +15.6% | +88.0% | +49.5% |
| YTD | -4.8% | +12.4% | -17.2% | -24.7% |
| 1Y | -2.4% | +17.5% | -19.8% | -28.6% |
| 3Y | +11.7% | +98.1% | -86.4% | -74.8% |
| 5Y | -68.9% | +84.9% | -153.8% | -90.5% |
| All | -68.9% | +82.6% | -151.4% | -90.5% |
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