+566.1%
XYZ vs SPYG
+397.7%
+168.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.8% | -3.6% |
| 7D | -2.1% | +4.2% | -6.3% | -8.8% |
| 30D | +7.0% | -7.4% | +14.4% | +21.2% |
| 3M | +5.1% | -5.3% | +10.4% | +14.6% |
| 6M | +14.1% | -1.2% | +15.2% | +14.3% |
| YTD | +26.4% | +9.0% | +17.4% | +6.8% |
| 1Y | +25.1% | +8.8% | +16.3% | +5.6% |
| 3Y | +59.7% | +92.8% | -33.0% | -53.2% |
| 5Y | -63.8% | +69.3% | -133.1% | -84.5% |
| All | +566.1% | +397.7% | +168.4% | -49.0% |
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