-87.2%
AI vs SPY
+119.2%
-206.4%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -0.6% |
| 7D | +2.6% | -0.6% | +3.2% | +3.7% |
| 30D | +2.7% | -3.7% | +6.4% | +10.8% |
| 3M | +13.8% | -2.7% | +16.6% | +20.4% |
| 6M | +20.0% | +2.2% | +17.8% | +14.4% |
| YTD | -12.2% | +10.8% | -23.0% | -28.5% |
| 1Y | -26.4% | +11.2% | -37.6% | -40.4% |
| 3Y | -55.7% | +76.5% | -132.2% | -86.0% |
| 5Y | -74.3% | +72.9% | -147.2% | -90.6% |
| All | -87.2% | +119.2% | -206.4% | -97.2% |
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