+369.0%
ALL vs SPY
+311.8%
+57.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.5% |
| 7D | -2.6% | -0.9% | -1.6% | -2.1% |
| 30D | +12.7% | -2.4% | +15.1% | +14.3% |
| 3M | +0.4% | -1.2% | +1.5% | +0.9% |
| 6M | +23.8% | +3.3% | +20.5% | +19.7% |
| YTD | +27.8% | +12.3% | +15.5% | +15.6% |
| 1Y | +28.9% | +12.4% | +16.4% | +16.3% |
| 3Y | +113.9% | +78.8% | +35.1% | +30.6% |
| 5Y | +157.4% | +75.2% | +82.2% | +57.7% |
| 10Y | +369.0% | +311.1% | +57.9% | +41.8% |
| All | +369.0% | +311.8% | +57.2% | +41.8% |
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