-88.6%
AI vs SPY
+123.4%
-212.0%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.6% |
| 7D | +1.6% | +0.5% | +1.1% | +0.6% |
| 30D | +2.8% | -0.9% | +3.8% | +5.0% |
| 3M | -0.8% | +3.9% | -4.7% | -8.5% |
| 6M | +14.4% | +14.5% | -0.2% | -13.8% |
| YTD | -22.0% | +12.9% | -35.0% | -38.8% |
| 1Y | -33.2% | +19.4% | -52.6% | -52.7% |
| 3Y | -62.5% | +78.5% | -141.0% | -88.3% |
| 5Y | -79.2% | +81.8% | -161.0% | -93.0% |
| All | -88.6% | +123.4% | -212.0% | -97.6% |
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