-95.3%
CALC vs SPY
+79.2%
-174.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.4% | -9.2% | -9.4% |
| 7D | -6.8% | -0.6% | -6.2% | -6.6% |
| 30D | +7.9% | -3.7% | +11.6% | +9.3% |
| 3M | -58.4% | -2.7% | -55.7% | -58.0% |
| 6M | -56.4% | +2.2% | -58.6% | -56.6% |
| YTD | -95.8% | +10.8% | -106.7% | -96.0% |
| 1Y | -91.0% | +11.2% | -102.3% | -91.3% |
| 3Y | -91.9% | +76.5% | -168.4% | -94.0% |
| All | -95.3% | +79.2% | -174.5% | -97.0% |
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