+66.5%
DD vs SPY
+312.5%
-246.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.1% |
| 7D | -3.8% | -0.4% | -3.4% | -3.4% |
| 30D | -9.2% | -1.4% | -7.9% | -7.8% |
| 3M | -9.0% | +3.7% | -12.7% | -12.8% |
| 6M | -5.0% | +13.0% | -18.0% | -17.3% |
| YTD | +7.4% | +12.4% | -5.0% | -5.9% |
| 1Y | +35.1% | +18.5% | +16.6% | +11.4% |
| 3Y | +43.2% | +77.6% | -34.4% | -25.5% |
| 5Y | +59.6% | +81.7% | -22.0% | -18.9% |
| 10Y | +66.5% | +319.7% | -253.1% | -65.2% |
| All | +66.5% | +312.5% | -246.0% | -65.2% |
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