+1,429.9%
D vs SPY
+3,091.8%
-1,661.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +1.5% | +0.1% | +1.3% | +1.4% |
| 30D | -2.6% | +0.1% | -2.6% | -2.6% |
| 3M | 0.0% | +2.0% | -2.0% | -1.2% |
| 6M | +7.4% | +13.0% | -5.7% | +0.5% |
| YTD | +15.9% | +13.5% | +2.3% | +8.1% |
| 1Y | +18.1% | +20.0% | -1.8% | +7.0% |
| 3Y | +58.4% | +77.2% | -18.8% | +15.6% |
| 5Y | +5.2% | +81.9% | -76.7% | -25.3% |
| 10Y | +35.9% | +314.1% | -278.2% | -37.6% |
| All | +1,429.9% | +3,091.8% | -1,661.9% | +116.3% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling