+533.2%
XYZ vs SPYG
+436.1%
+97.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.7% |
| 6M | +26.9% | +17.5% | +9.4% | -4.8% |
| YTD | +27.1% | +14.3% | +12.8% | +0.3% |
| 1Y | +9.3% | +21.7% | -12.5% | -22.9% |
| 3Y | +42.3% | +98.6% | -56.3% | -58.3% |
| 5Y | -69.3% | +85.1% | -154.4% | -88.3% |
| 10Y | +586.8% | +412.0% | +174.8% | -33.2% |
| All | +533.2% | +436.1% | +97.1% | -44.3% |
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