+176.7%
CASH vs SPY
+307.0%
-130.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | -1.2% | +2.6% | -3.8% | -4.0% |
| 30D | +6.5% | -2.0% | +8.5% | +8.6% |
| 3M | -12.5% | -2.8% | -9.7% | -10.0% |
| 6M | -5.6% | +2.1% | -7.8% | -8.5% |
| YTD | +6.3% | +11.5% | -5.2% | -6.8% |
| 1Y | +9.9% | +13.5% | -3.6% | -5.6% |
| 3Y | +59.7% | +77.7% | -18.0% | -19.7% |
| 5Y | +19.7% | +72.6% | -52.9% | -37.2% |
| All | +176.7% | +307.0% | -130.3% | -50.7% |
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