-6.4%
BULL vs SPY
+91.7%
-98.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.8% |
| 7D | -7.0% | -2.0% | -5.0% | -5.5% |
| 30D | +22.9% | -1.7% | +24.5% | +24.7% |
| 3M | +52.0% | +4.7% | +47.2% | +47.1% |
| 6M | +69.1% | +12.5% | +56.6% | +55.7% |
| YTD | +19.7% | +11.7% | +8.0% | +11.3% |
| 1Y | -28.5% | +17.5% | -45.9% | -35.1% |
| 3Y | -13.1% | +76.6% | -89.6% | -27.8% |
| All | -6.4% | +91.7% | -98.1% | -22.5% |
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