+163.6%
W vs SPYG
+513.1%
-349.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.7% | +2.8% |
| 7D | -4.2% | +0.4% | -4.5% | -4.7% |
| 30D | -7.6% | -0.4% | -7.1% | -6.8% |
| 3M | +37.2% | +0.5% | +36.6% | +36.6% |
| 6M | +26.3% | +17.5% | +8.9% | -4.3% |
| YTD | -1.0% | +14.3% | -15.3% | -20.5% |
| 1Y | +20.1% | +21.7% | -1.6% | -14.4% |
| 3Y | +37.8% | +98.6% | -60.8% | -56.4% |
| 5Y | -63.7% | +85.1% | -148.8% | -84.9% |
| 10Y | +156.3% | +412.0% | -255.7% | -72.6% |
| All | +163.6% | +513.1% | -349.5% | -76.9% |
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