+58.1%
COPY vs SPY
+30.1%
+28.0%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.1% |
| 7D | -2.1% | -0.8% | -1.3% | -1.5% |
| 30D | -0.3% | -1.1% | +0.7% | +0.5% |
| 3M | +4.4% | +3.9% | +0.5% | +1.2% |
| 6M | +14.5% | +13.6% | +0.9% | +3.3% |
| YTD | +21.8% | +12.7% | +9.1% | +10.6% |
| 1Y | +28.2% | +17.5% | +10.7% | +12.5% |
| All | +58.1% | +30.1% | +28.0% | +24.7% |
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