-1.4%
DOW vs SPY
+200.4%
-201.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.3% | +2.0% | +2.0% |
| 7D | -0.5% | -0.9% | +0.4% | +0.3% |
| 30D | +15.7% | -2.4% | +18.1% | +18.1% |
| 3M | +5.3% | -1.2% | +6.5% | +5.7% |
| 6M | -14.2% | +3.3% | -17.5% | -18.7% |
| YTD | +43.9% | +12.3% | +31.6% | +22.8% |
| 1Y | +53.1% | +12.4% | +40.6% | +30.4% |
| 3Y | -21.8% | +78.8% | -100.6% | -60.9% |
| 5Y | -28.3% | +75.2% | -103.5% | -63.8% |
| All | -1.4% | +200.4% | -201.9% | -74.1% |
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