-91.6%
BEAT vs SPY
+73.4%
-164.9%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.6% |
| 7D | -1.5% | +2.6% | -4.1% | -4.3% |
| 30D | +0.8% | -2.0% | +2.7% | +3.2% |
| 3M | -32.9% | -2.8% | -30.1% | -30.4% |
| 6M | -60.8% | +2.1% | -62.9% | -61.2% |
| YTD | -83.5% | +11.5% | -95.0% | -85.0% |
| 1Y | -74.8% | +13.5% | -88.2% | -77.7% |
| 3Y | -69.5% | +77.7% | -147.2% | -81.4% |
| 5Y | -90.7% | +72.6% | -163.3% | -93.9% |
| All | -91.6% | +73.4% | -164.9% | -94.4% |
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