-77.6%
ANNX vs SPY
+156.8%
-234.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -4.9% | -4.9% |
| 7D | -0.9% | +3.3% | -4.2% | -4.3% |
| 30D | +3.7% | -2.7% | +6.3% | +7.1% |
| 3M | -25.5% | -1.7% | -23.8% | -23.9% |
| 6M | -27.0% | +3.1% | -30.1% | -29.2% |
| YTD | -20.9% | +11.9% | -32.8% | -29.4% |
| 1Y | +39.8% | +12.0% | +27.8% | +24.6% |
| 3Y | +86.8% | +78.2% | +8.6% | +8.0% |
| 5Y | -75.9% | +73.2% | -149.1% | -85.4% |
| All | -77.6% | +156.8% | -234.4% | -92.0% |
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