+210.1%
W vs SPYG
+393.2%
-183.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +2.1% |
| 7D | +0.2% | +2.3% | -2.2% | -4.1% |
| 30D | +6.8% | -6.5% | +13.3% | +20.8% |
| 3M | +10.7% | -6.8% | +17.5% | +26.0% |
| 6M | +86.3% | -3.1% | +89.5% | +99.0% |
| YTD | +11.5% | +8.0% | +3.5% | -2.1% |
| 1Y | +5.1% | +10.2% | -5.1% | -11.7% |
| 3Y | +171.0% | +91.0% | +80.0% | -15.1% |
| 5Y | -56.6% | +67.7% | -124.4% | -80.0% |
| All | +210.1% | +393.2% | -183.1% | -68.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling