+3,341.8%
V vs SPYG
+987.8%
+2,354.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +2.1% |
| 7D | +0.9% | +2.3% | -1.4% | -1.2% |
| 30D | +9.0% | -6.5% | +15.4% | +14.9% |
| 3M | +16.7% | -6.8% | +23.6% | +23.3% |
| 6M | +33.4% | -3.1% | +36.6% | +34.6% |
| YTD | +22.4% | +8.0% | +14.3% | +11.0% |
| 1Y | +27.7% | +10.2% | +17.5% | +13.4% |
| 3Y | +78.0% | +91.0% | -13.0% | -9.8% |
| 5Y | +108.5% | +67.7% | +40.8% | +17.5% |
| 10Y | +459.0% | +393.9% | +65.1% | +5.1% |
| All | +3,341.8% | +987.8% | +2,354.0% | +241.9% |
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 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