+108.6%
BY vs SPY
+262.1%
-153.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.4% |
| 7D | -0.9% | -0.4% | -0.6% | -0.6% |
| 30D | -1.3% | -1.4% | 0.0% | -0.1% |
| 3M | +10.3% | +3.7% | +6.6% | +6.3% |
| 6M | +23.5% | +13.0% | +10.5% | +9.7% |
| YTD | +31.6% | +12.4% | +19.2% | +17.5% |
| 1Y | +33.4% | +18.5% | +14.8% | +13.1% |
| 3Y | +91.2% | +77.6% | +13.5% | +11.2% |
| 5Y | +72.4% | +81.7% | -9.3% | -2.8% |
| All | +108.6% | +262.1% | -153.4% | -35.7% |
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