+2,926.4%
V vs SPYG
+1,051.7%
+1,874.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.9% |
| 7D | -1.7% | +0.4% | -2.1% | -2.0% |
| 30D | +2.0% | -0.4% | +2.4% | +2.3% |
| 3M | +17.4% | +0.5% | +16.8% | +15.5% |
| 6M | +17.5% | +17.5% | 0.0% | -0.3% |
| YTD | +7.6% | +14.3% | -6.8% | -6.6% |
| 1Y | +7.7% | +21.7% | -14.0% | -12.3% |
| 3Y | +54.7% | +98.6% | -44.0% | -23.8% |
| 5Y | +73.0% | +85.1% | -12.1% | -10.7% |
| 10Y | +390.9% | +412.0% | -21.2% | -9.8% |
| All | +2,926.4% | +1,051.7% | +1,874.8% | +187.8% |
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