+286.5%
C vs SPY
+311.3%
-24.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | 0.0% |
| 7D | +3.2% | +0.5% | +2.6% | +2.5% |
| 30D | +1.3% | -0.9% | +2.2% | +2.6% |
| 3M | +3.1% | +3.9% | -0.8% | -1.8% |
| 6M | +29.6% | +14.5% | +15.1% | +8.8% |
| YTD | +19.0% | +12.9% | +6.0% | +2.1% |
| 1Y | +45.6% | +19.4% | +26.3% | +16.3% |
| 3Y | +269.3% | +78.5% | +190.8% | +76.2% |
| 5Y | +131.6% | +81.8% | +49.8% | +6.1% |
| 10Y | +286.5% | +311.5% | -25.0% | -41.2% |
| All | +286.5% | +311.3% | -24.8% | -41.2% |
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