+220.3%
FUND vs SPY
+313.2%
-92.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.8% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | +6.6% | +0.1% | +6.6% | +6.6% |
| 3M | +4.1% | +2.0% | +2.1% | +2.2% |
| 6M | +10.1% | +13.0% | -2.9% | -0.9% |
| YTD | +27.4% | +13.5% | +13.8% | +14.2% |
| 1Y | +38.7% | +20.0% | +18.7% | +18.7% |
| 3Y | +63.4% | +77.2% | -13.8% | -0.3% |
| 5Y | +82.1% | +81.9% | +0.2% | +7.6% |
| All | +220.3% | +313.2% | -92.9% | -9.9% |
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