+62.8%
CSV vs SPY
+313.4%
-250.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | -18.1% | +0.1% | -18.1% | -18.1% |
| 3M | -9.4% | +2.0% | -11.4% | -11.1% |
| 6M | -24.3% | +13.0% | -37.3% | -31.4% |
| YTD | -19.2% | +13.5% | -32.7% | -27.0% |
| 1Y | -20.9% | +20.0% | -40.8% | -31.5% |
| 3Y | +14.2% | +77.2% | -63.0% | -28.1% |
| 5Y | -24.9% | +81.9% | -106.8% | -53.9% |
| All | +62.8% | +313.4% | -250.7% | -46.4% |
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