+101.5%
ALG vs SPY
+308.5%
-207.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | +2.9% | +3.3% | -0.4% | -0.1% |
| 30D | -9.3% | -2.7% | -6.6% | -7.0% |
| 3M | -14.8% | -1.7% | -13.1% | -13.5% |
| 6M | -7.0% | +3.1% | -10.1% | -9.8% |
| YTD | -15.7% | +11.9% | -27.6% | -24.3% |
| 1Y | -15.4% | +12.0% | -27.4% | -24.1% |
| 3Y | -20.5% | +78.2% | -98.7% | -54.5% |
| 5Y | -7.5% | +73.2% | -80.7% | -46.0% |
| All | +101.5% | +308.5% | -207.0% | -53.6% |
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