-98.4%
ALT vs SPY
+261.2%
-359.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.4% | +0.1% |
| 7D | +5.0% | +0.1% | +4.9% | +5.1% |
| 30D | -18.8% | -3.3% | -15.4% | -16.4% |
| 3M | -31.2% | -2.4% | -28.8% | -29.6% |
| 6M | -31.4% | +2.6% | -34.0% | -32.3% |
| YTD | -41.3% | +11.2% | -52.5% | -45.2% |
| 1Y | -48.4% | +13.4% | -61.8% | -52.5% |
| 3Y | -13.5% | +79.9% | -93.4% | -39.1% |
| 5Y | -80.6% | +72.2% | -152.8% | -86.3% |
| All | -98.4% | +261.2% | -359.6% | -99.5% |
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