+182.1%
CASH vs SPY
+311.8%
-129.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -1.4% |
| 7D | -4.9% | -0.9% | -4.0% | -4.1% |
| 30D | +4.0% | -2.4% | +6.3% | +6.5% |
| 3M | -14.0% | -1.2% | -12.9% | -13.3% |
| 6M | -10.2% | +3.3% | -13.5% | -14.1% |
| YTD | +6.0% | +12.3% | -6.3% | -7.8% |
| 1Y | +9.2% | +12.4% | -3.3% | -5.3% |
| 3Y | +59.4% | +78.8% | -19.4% | -20.4% |
| 5Y | +20.4% | +75.2% | -54.8% | -38.0% |
| 10Y | +182.1% | +311.1% | -129.0% | -49.8% |
| All | +182.1% | +311.8% | -129.7% | -49.8% |
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