+73.5%
XYZ vs SPYG
+92.9%
-19.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.7% | +0.9% | +0.2% |
| 7D | +14.9% | 0.0% | +14.9% | +14.9% |
| 30D | +14.7% | -8.4% | +23.0% | +27.6% |
| 3M | +12.1% | -6.2% | +18.3% | +21.3% |
| 6M | +18.3% | -1.8% | +20.1% | +20.1% |
| YTD | +36.1% | +8.4% | +27.7% | +21.9% |
| 1Y | +35.3% | +10.1% | +25.3% | +18.6% |
| 3Y | +73.5% | +94.9% | -21.5% | -23.2% |
| All | +73.5% | +92.9% | -19.5% | -23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling