+226.8%
E vs SPY
+312.5%
-85.7%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.4% |
| 7D | +1.5% | -0.4% | +1.9% | +1.8% |
| 30D | +2.2% | -1.4% | +3.5% | +3.2% |
| 3M | +4.7% | +3.7% | +1.0% | +1.0% |
| 6M | +18.7% | +13.0% | +5.7% | +5.9% |
| YTD | +51.2% | +12.4% | +38.8% | +35.3% |
| 1Y | +64.3% | +18.5% | +45.8% | +40.3% |
| 3Y | +107.3% | +77.6% | +29.7% | +20.0% |
| 5Y | +203.3% | +81.7% | +121.6% | +68.8% |
| 10Y | +226.8% | +319.7% | -92.9% | -20.5% |
| All | +226.8% | +312.5% | -85.7% | -20.5% |
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