-91.1%
BEAT vs SPY
+74.8%
-165.9%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.4% | -5.4% |
| 7D | -6.9% | -0.4% | -6.5% | -6.6% |
| 30D | -23.7% | -1.4% | -22.3% | -22.6% |
| 3M | -46.8% | +3.7% | -50.5% | -48.6% |
| 6M | -71.7% | +13.0% | -84.7% | -74.9% |
| YTD | -82.5% | +12.4% | -94.9% | -84.3% |
| 1Y | -68.5% | +18.5% | -87.0% | -73.3% |
| 3Y | -79.4% | +77.6% | -157.0% | -87.5% |
| All | -91.1% | +74.8% | -165.9% | -94.1% |
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