+40.9%
COO vs SPY
+315.0%
-274.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.2% | +0.5% |
| 7D | +4.3% | +0.1% | +4.2% | +4.2% |
| 30D | +17.6% | -3.3% | +20.9% | +20.9% |
| 3M | -13.9% | -2.4% | -11.5% | -12.2% |
| 6M | +6.6% | +2.6% | +4.0% | +3.4% |
| YTD | -22.0% | +11.2% | -33.2% | -29.6% |
| 1Y | -8.8% | +13.4% | -22.2% | -19.1% |
| 3Y | -21.5% | +79.9% | -101.4% | -54.8% |
| 5Y | -41.0% | +72.2% | -113.2% | -64.7% |
| 10Y | +40.9% | +307.3% | -266.4% | -65.1% |
| All | +40.9% | +315.0% | -274.1% | -65.1% |
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