+108.3%
V vs SPYG
+67.3%
+41.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.8% |
| 7D | +0.9% | +2.3% | -1.4% | -0.4% |
| 30D | +9.0% | -6.5% | +15.4% | +12.7% |
| 3M | +16.7% | -6.8% | +23.6% | +20.9% |
| 6M | +33.4% | -3.1% | +36.6% | +34.4% |
| YTD | +22.4% | +8.0% | +14.3% | +14.9% |
| 1Y | +27.7% | +10.2% | +17.5% | +18.3% |
| 3Y | +78.0% | +91.0% | -13.0% | +10.2% |
| All | +108.3% | +67.3% | +41.1% | +37.4% |
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