+781.9%
DEC vs SPY
+111.5%
+670.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -12.0% | -2.7% | -9.3% | -11.1% |
| 30D | -9.5% | -5.4% | -4.1% | -7.6% |
| 3M | -4.0% | -4.1% | +0.1% | -2.5% |
| 6M | -14.0% | +0.7% | -14.7% | -14.4% |
| YTD | -6.7% | +8.7% | -15.4% | -10.5% |
| 1Y | +0.2% | +10.9% | -10.7% | -4.7% |
| 3Y | +1,376.7% | +75.0% | +1,301.8% | +1,070.3% |
| 5Y | +788.1% | +67.8% | +720.3% | +611.6% |
| All | +781.9% | +111.5% | +670.4% | +586.1% |
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