+67.7%
V vs SPYG
+83.9%
-16.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.1% |
| 7D | -2.9% | +0.3% | -3.2% | -3.1% |
| 30D | +1.9% | -1.7% | +3.6% | +2.8% |
| 3M | +13.2% | +3.6% | +9.6% | +10.4% |
| 6M | +16.7% | +16.6% | +0.1% | +5.4% |
| YTD | +5.4% | +13.4% | -8.0% | -3.3% |
| 1Y | +7.7% | +19.6% | -11.9% | -4.9% |
| 3Y | +52.0% | +99.8% | -47.8% | -7.8% |
| 5Y | +67.7% | +85.0% | -17.2% | +4.3% |
| All | +67.7% | +83.9% | -16.2% | +4.3% |
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