+45.2%
COO vs SPY
+311.3%
-266.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.2% |
| 7D | -2.3% | +0.5% | -2.8% | -2.7% |
| 30D | -8.8% | -0.9% | -7.9% | -8.1% |
| 3M | +1.3% | +3.9% | -2.5% | -2.2% |
| 6M | -11.6% | +14.5% | -26.1% | -22.1% |
| YTD | -17.4% | +12.9% | -30.3% | -26.3% |
| 1Y | -1.6% | +19.4% | -21.0% | -16.5% |
| 3Y | -22.6% | +78.5% | -101.1% | -55.0% |
| 5Y | -40.3% | +81.8% | -122.1% | -65.9% |
| 10Y | +45.2% | +311.5% | -266.3% | -60.5% |
| All | +45.2% | +311.3% | -266.1% | -60.5% |
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