-91.6%
API vs SPY
+173.2%
-264.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.3% |
| 7D | +3.4% | +0.1% | +3.3% | +3.3% |
| 30D | +2.7% | +0.1% | +2.6% | +2.7% |
| 3M | -12.2% | +2.0% | -14.2% | -15.2% |
| 6M | -1.6% | +13.0% | -14.6% | -18.4% |
| YTD | +4.2% | +13.5% | -9.4% | -14.4% |
| 1Y | +28.5% | +20.0% | +8.5% | -3.0% |
| 3Y | +50.4% | +77.2% | -26.8% | -43.4% |
| 5Y | -87.1% | +81.9% | -169.0% | -95.1% |
| All | -91.6% | +173.2% | -264.8% | -98.8% |
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