+195.5%
W vs SPYG
+484.4%
-288.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.1% |
| 7D | -1.7% | +4.2% | -5.9% | -8.7% |
| 30D | +3.2% | -7.4% | +10.6% | +18.4% |
| 3M | +8.3% | -5.3% | +13.6% | +19.0% |
| 6M | +84.3% | -1.2% | +85.5% | +89.6% |
| YTD | +11.0% | +9.0% | +2.0% | -3.2% |
| 1Y | -0.2% | +8.8% | -9.0% | -13.2% |
| 3Y | +157.9% | +92.8% | +65.2% | -14.8% |
| 5Y | -56.8% | +69.3% | -126.1% | -79.3% |
| 10Y | +212.2% | +398.4% | -186.2% | -64.6% |
| All | +195.5% | +484.4% | -288.8% | -71.9% |
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