+604.5%
XYZ vs SPYG
+412.5%
+192.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.2% |
| 7D | -3.7% | +0.3% | -4.0% | -4.2% |
| 30D | +0.5% | -1.7% | +2.2% | +3.7% |
| 3M | +16.3% | +3.6% | +12.6% | +8.3% |
| 6M | +21.1% | +16.6% | +4.6% | -8.3% |
| YTD | +22.0% | +13.4% | +8.6% | -2.7% |
| 1Y | +5.2% | +19.6% | -14.4% | -24.0% |
| 3Y | +49.6% | +99.8% | -50.2% | -57.9% |
| 5Y | -68.4% | +85.0% | -153.4% | -88.2% |
| 10Y | +604.5% | +422.1% | +182.4% | -39.9% |
| All | +604.5% | +412.5% | +192.0% | -39.9% |
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 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