+152.3%
W vs SPYG
+420.3%
-268.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.8% | -1.1% |
| 7D | +0.5% | -1.8% | +2.3% | +4.0% |
| 30D | -5.6% | -1.9% | -3.6% | -2.1% |
| 3M | +41.9% | +5.2% | +36.8% | +29.9% |
| 6M | +30.2% | +15.6% | +14.7% | +0.4% |
| YTD | -2.9% | +12.4% | -15.4% | -20.5% |
| 1Y | +11.6% | +17.5% | -5.9% | -16.4% |
| 3Y | +37.0% | +98.1% | -61.1% | -59.4% |
| 5Y | -62.8% | +84.9% | -147.8% | -85.4% |
| All | +152.3% | +420.3% | -268.0% | -78.1% |
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