-41.3%
BETA vs SPY
+14.2%
-55.5%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.2% | -3.2% |
| 7D | +7.6% | +0.5% | +7.1% | +5.9% |
| 30D | -10.1% | -0.9% | -9.1% | -7.6% |
| 3M | +20.5% | +3.9% | +16.6% | +8.5% |
| 6M | +9.7% | +14.5% | -4.8% | -25.8% |
| YTD | -25.1% | +12.9% | -38.0% | -47.9% |
| All | -41.3% | +14.2% | -55.5% | -61.3% |
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