+248.9%
A vs SPY
+312.5%
-63.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.0% |
| 7D | -4.4% | -0.4% | -4.0% | -4.0% |
| 30D | -2.7% | -1.4% | -1.3% | -1.3% |
| 3M | +7.0% | +3.7% | +3.3% | +3.0% |
| 6M | +24.6% | +13.0% | +11.6% | +9.9% |
| YTD | +7.0% | +12.4% | -5.4% | -5.1% |
| 1Y | +15.6% | +18.5% | -3.0% | -2.9% |
| 3Y | +29.9% | +77.6% | -47.7% | -27.6% |
| 5Y | -15.4% | +81.7% | -97.1% | -53.8% |
| 10Y | +248.9% | +319.7% | -70.8% | -26.1% |
| All | +248.9% | +312.5% | -63.7% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling