+370.0%
ALL vs SPY
+308.5%
+61.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.0% |
| 7D | 0.0% | +3.3% | -3.3% | -2.3% |
| 30D | +12.8% | -2.7% | +15.5% | +14.7% |
| 3M | +4.7% | -1.7% | +6.4% | +5.6% |
| 6M | +24.9% | +3.1% | +21.9% | +21.0% |
| YTD | +30.0% | +11.9% | +18.1% | +17.9% |
| 1Y | +29.9% | +12.0% | +18.0% | +17.6% |
| 3Y | +117.5% | +78.2% | +39.4% | +33.2% |
| 5Y | +161.7% | +73.2% | +88.4% | +61.9% |
| All | +370.0% | +308.5% | +61.5% | +42.2% |
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