+17.2%
XYZ vs SPYG
-0.5%
+17.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -1.4% |
| 7D | -2.2% | -1.5% | -0.7% | -0.9% |
| 30D | +11.6% | -7.2% | +18.8% | +19.0% |
| 3M | +8.4% | -4.6% | +13.1% | +12.9% |
| 6M | +17.2% | -1.2% | +18.4% | +19.0% |
| All | +17.2% | -0.5% | +17.6% | +19.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling