+1,075.9%
FORM vs SPY
+312.5%
+763.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +4.7% |
| 7D | +18.2% | -0.4% | +18.6% | +18.8% |
| 30D | +1.5% | -1.4% | +2.9% | +3.9% |
| 3M | -5.3% | +3.7% | -9.0% | -8.8% |
| 6M | +28.2% | +13.0% | +15.2% | +8.8% |
| YTD | +104.7% | +12.4% | +92.3% | +75.5% |
| 1Y | +288.0% | +18.5% | +269.4% | +206.6% |
| 3Y | +244.7% | +77.6% | +167.1% | +54.7% |
| 5Y | +188.6% | +81.7% | +106.9% | +29.8% |
| 10Y | +1,075.9% | +319.7% | +756.3% | +22.7% |
| All | +1,075.9% | +312.5% | +763.4% | +22.7% |
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