+208.6%
B vs SPY
+304.1%
-95.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.4% | -5.7% | -5.9% |
| 7D | +7.1% | -0.6% | +7.7% | +7.4% |
| 30D | -3.3% | -3.7% | +0.3% | -1.7% |
| 3M | -2.5% | -2.7% | +0.2% | -1.2% |
| 6M | -7.2% | +2.2% | -9.4% | -7.7% |
| YTD | -7.4% | +10.8% | -18.2% | -10.6% |
| 1Y | +16.4% | +11.2% | +5.2% | +12.3% |
| 3Y | +178.7% | +76.5% | +102.2% | +127.9% |
| 5Y | +121.7% | +72.9% | +48.8% | +79.8% |
| 10Y | +208.6% | +304.8% | -96.2% | +93.8% |
| All | +208.6% | +304.1% | -95.5% | +93.8% |
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