+554.8%
XYZ vs SPYG
+403.8%
+150.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.5% | -2.0% |
| 7D | +12.6% | -1.9% | +14.6% | +16.3% |
| 30D | +10.8% | -9.2% | +20.0% | +29.3% |
| 3M | +8.4% | -6.8% | +15.2% | +21.3% |
| 6M | +14.3% | -2.6% | +16.9% | +17.5% |
| YTD | +31.5% | +7.5% | +24.0% | +14.3% |
| 1Y | +28.1% | +6.7% | +21.4% | +12.5% |
| 3Y | +66.2% | +90.1% | -23.9% | -48.3% |
| 5Y | -62.3% | +69.2% | -131.6% | -83.4% |
| 10Y | +634.6% | +391.9% | +242.7% | -23.1% |
| All | +554.8% | +403.8% | +150.9% | -36.5% |
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