-68.9%
XYZ vs SPYG
+85.0%
-153.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.5% |
| 7D | -1.0% | +0.4% | -1.3% | -1.5% |
| 30D | -1.7% | -0.4% | -1.3% | -0.8% |
| 3M | +16.7% | +0.5% | +16.2% | +14.6% |
| 6M | +26.9% | +17.5% | +9.4% | -6.2% |
| YTD | +27.1% | +14.3% | +12.8% | -0.9% |
| 1Y | +9.3% | +21.7% | -12.5% | -24.5% |
| 3Y | +42.3% | +98.6% | -56.3% | -64.2% |
| All | -68.9% | +85.0% | -153.9% | -89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling