+577.6%
XYZ vs SPYG
+408.1%
+169.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.7% | +0.9% | -0.9% |
| 7D | +14.9% | 0.0% | +14.9% | +14.7% |
| 30D | +14.7% | -8.4% | +23.0% | +31.9% |
| 3M | +12.1% | -6.2% | +18.3% | +24.2% |
| 6M | +18.3% | -1.8% | +20.1% | +19.8% |
| YTD | +36.1% | +8.4% | +27.7% | +16.6% |
| 1Y | +35.3% | +10.1% | +25.3% | +12.5% |
| 3Y | +73.5% | +94.9% | -21.5% | -48.5% |
| 5Y | -61.6% | +68.5% | -130.1% | -83.0% |
| 10Y | +638.0% | +392.2% | +245.8% | -23.3% |
| All | +577.6% | +408.1% | +169.5% | -35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling