+368.4%
ALL vs SPY
+304.1%
+64.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.1% |
| 7D | -0.1% | -0.6% | +0.4% | +0.1% |
| 30D | +13.8% | -3.7% | +17.5% | +16.6% |
| 3M | -2.8% | -2.7% | 0.0% | -1.2% |
| 6M | +23.7% | +2.2% | +21.5% | +20.5% |
| YTD | +27.3% | +10.8% | +16.4% | +16.2% |
| 1Y | +30.5% | +11.2% | +19.3% | +18.7% |
| 3Y | +113.0% | +76.5% | +36.5% | +31.3% |
| 5Y | +157.6% | +72.9% | +84.6% | +59.2% |
| 10Y | +368.4% | +304.8% | +63.6% | +43.2% |
| All | +368.4% | +304.1% | +64.3% | +43.2% |
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