+43.8%
D vs SPY
+315.0%
-271.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -1.7% |
| 7D | +0.8% | +0.1% | +0.7% | +0.6% |
| 30D | +10.7% | -3.3% | +14.0% | +12.5% |
| 3M | +2.3% | -2.4% | +4.7% | +3.4% |
| 6M | +12.5% | +2.6% | +9.9% | +10.5% |
| YTD | +20.1% | +11.2% | +8.9% | +12.6% |
| 1Y | +15.6% | +13.4% | +2.2% | +7.1% |
| 3Y | +75.2% | +79.9% | -4.7% | +21.4% |
| 5Y | +14.6% | +72.2% | -57.6% | -19.4% |
| 10Y | +43.8% | +307.3% | -263.6% | -42.3% |
| All | +43.8% | +315.0% | -271.3% | -42.3% |
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 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