-73.7%
ANNX vs SPY
+159.1%
-232.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.5% |
| 7D | -4.5% | +0.5% | -5.0% | -5.1% |
| 30D | -13.7% | -0.9% | -12.7% | -12.7% |
| 3M | -8.8% | +3.9% | -12.7% | -12.5% |
| 6M | -9.5% | +14.5% | -24.0% | -21.4% |
| YTD | -7.0% | +12.9% | -19.9% | -18.0% |
| 1Y | +111.3% | +19.4% | +92.0% | +76.9% |
| 3Y | +97.0% | +78.5% | +18.6% | +13.3% |
| 5Y | -73.0% | +81.8% | -154.7% | -84.3% |
| All | -73.7% | +159.1% | -232.9% | -90.7% |
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