-28.1%
AWAY vs SPY
+149.7%
-177.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | -0.4% |
| 7D | -6.3% | -0.8% | -5.6% | -5.5% |
| 30D | -11.9% | -1.1% | -10.8% | -10.9% |
| 3M | +3.0% | +3.9% | -0.9% | -1.2% |
| 6M | +5.8% | +13.6% | -7.8% | -7.7% |
| YTD | -14.2% | +12.7% | -26.9% | -24.5% |
| 1Y | -21.1% | +17.5% | -38.6% | -33.7% |
| 3Y | +1.4% | +76.9% | -75.5% | -45.4% |
| 5Y | -34.0% | +83.6% | -117.5% | -65.5% |
| All | -28.1% | +149.7% | -177.8% | -73.6% |
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