+186.4%
ALG vs SPY
+312.5%
-126.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.1% |
| 7D | +0.2% | -0.4% | +0.5% | +0.5% |
| 30D | +1.6% | -1.4% | +2.9% | +2.9% |
| 3M | +12.4% | +3.7% | +8.7% | +8.5% |
| 6M | +2.6% | +13.0% | -10.4% | -8.7% |
| YTD | +2.8% | +12.4% | -9.6% | -8.0% |
| 1Y | -16.9% | +18.5% | -35.4% | -29.4% |
| 3Y | +4.3% | +77.6% | -73.4% | -40.2% |
| 5Y | +19.1% | +81.7% | -62.6% | -33.9% |
| 10Y | +186.4% | +319.7% | -133.3% | -37.9% |
| All | +186.4% | +312.5% | -126.1% | -37.9% |
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