+214.8%
B vs SPY
+307.0%
-92.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -7.3% | +2.6% | -9.9% | -8.3% |
| 30D | -3.3% | -2.0% | -1.4% | -2.5% |
| 3M | -7.8% | -2.8% | -5.0% | -6.5% |
| 6M | -15.5% | +2.1% | -17.7% | -16.0% |
| YTD | -12.3% | +11.5% | -23.7% | -15.5% |
| 1Y | +5.4% | +13.5% | -8.1% | +0.8% |
| 3Y | +165.5% | +77.7% | +87.8% | +116.5% |
| 5Y | +107.0% | +72.6% | +34.4% | +67.9% |
| All | +214.8% | +307.0% | -92.2% | +105.3% |
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