+220.1%
C vs SPY
+315.0%
-94.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | -0.6% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -5.4% | -3.3% | -2.1% | -1.2% |
| 3M | -9.2% | -2.4% | -6.7% | -6.3% |
| 6M | -1.8% | +2.6% | -4.4% | -5.0% |
| YTD | +6.7% | +11.2% | -4.6% | -6.7% |
| 1Y | +23.5% | +13.4% | +10.1% | +5.4% |
| 3Y | +219.8% | +79.9% | +139.9% | +50.8% |
| 5Y | +112.4% | +72.2% | +40.2% | +5.0% |
| 10Y | +220.1% | +307.3% | -87.2% | -53.8% |
| All | +220.1% | +315.0% | -94.9% | -53.8% |
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