+41.6%
D vs SPY
+312.9%
-271.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.7% |
| 7D | +3.0% | -2.7% | +5.7% | +4.4% |
| 30D | +11.5% | -5.4% | +16.9% | +14.5% |
| 3M | +3.7% | -4.1% | +7.8% | +5.8% |
| 6M | +13.5% | +0.7% | +12.8% | +12.6% |
| YTD | +20.7% | +8.7% | +12.1% | +14.6% |
| 1Y | +18.2% | +10.9% | +7.4% | +10.9% |
| 3Y | +73.3% | +75.0% | -1.7% | +22.0% |
| 5Y | +12.3% | +67.8% | -55.5% | -19.9% |
| All | +41.6% | +312.9% | -271.2% | -38.5% |
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