-97.5%
ALT vs SPY
+266.6%
-364.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.3% |
| 7D | +8.7% | +0.5% | +8.2% | +8.3% |
| 30D | +9.1% | -0.9% | +10.0% | +9.9% |
| 3M | +23.1% | +3.9% | +19.2% | +19.7% |
| 6M | -5.1% | +14.5% | -19.6% | -13.7% |
| YTD | -6.9% | +12.9% | -19.8% | -14.4% |
| 1Y | -9.4% | +19.4% | -28.8% | -19.9% |
| 3Y | +37.1% | +78.5% | -41.3% | -3.5% |
| 5Y | -79.6% | +81.8% | -161.4% | -86.0% |
| All | -97.5% | +266.6% | -364.1% | -99.2% |
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