-71.6%
ALOY vs SPY
+312.5%
-384.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -5.2% |
| 7D | -6.6% | -0.4% | -6.2% | -6.4% |
| 30D | -26.5% | -1.4% | -25.2% | -25.8% |
| 3M | -23.9% | +3.7% | -27.6% | -25.0% |
| 6M | -38.8% | +13.0% | -51.8% | -42.1% |
| YTD | +17.9% | +12.4% | +5.5% | +12.1% |
| 1Y | +42.9% | +18.5% | +24.4% | +33.4% |
| 3Y | +220.1% | +77.6% | +142.5% | +155.9% |
| 5Y | -51.8% | +81.7% | -133.5% | -61.9% |
| 10Y | -71.6% | +319.7% | -391.3% | -79.8% |
| All | -71.6% | +312.5% | -384.1% | -79.8% |
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