+154.5%
COLL vs SPY
+322.5%
-168.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.5% |
| 7D | -3.3% | -0.8% | -2.5% | -2.7% |
| 30D | -11.5% | -1.1% | -10.4% | -10.6% |
| 3M | -33.8% | +3.9% | -37.6% | -36.1% |
| 6M | -36.1% | +13.6% | -49.7% | -43.4% |
| YTD | -50.9% | +12.7% | -63.5% | -56.2% |
| 1Y | -41.8% | +17.5% | -59.3% | -50.1% |
| 3Y | -2.6% | +76.9% | -79.5% | -44.7% |
| 5Y | +15.5% | +83.6% | -68.1% | -38.3% |
| All | +154.5% | +322.5% | -168.0% | -58.6% |
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