+193.4%
B vs SPY
+311.3%
-117.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.2% |
| 7D | +2.3% | +0.5% | +1.8% | +2.1% |
| 30D | +1.4% | -0.9% | +2.3% | +1.8% |
| 3M | +12.2% | +3.9% | +8.3% | +10.5% |
| 6M | -2.1% | +14.5% | -16.6% | -7.0% |
| YTD | +2.9% | +12.9% | -10.0% | -1.6% |
| 1Y | +55.3% | +19.4% | +35.9% | +45.6% |
| 3Y | +198.7% | +78.5% | +120.2% | +141.7% |
| 5Y | +153.8% | +81.8% | +72.0% | +101.5% |
| 10Y | +193.4% | +311.5% | -118.1% | +78.4% |
| All | +193.4% | +311.3% | -117.9% | +78.4% |
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