+388.5%
GAIN vs SPY
+308.5%
+80.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.8% | -1.8% |
| 7D | -0.5% | +3.3% | -3.8% | -2.9% |
| 30D | -2.4% | -2.7% | +0.3% | -0.5% |
| 3M | -8.0% | -1.7% | -6.3% | -6.9% |
| 6M | -9.4% | +3.1% | -12.5% | -11.6% |
| YTD | +12.2% | +11.9% | +0.3% | +2.7% |
| 1Y | +13.5% | +12.0% | +1.5% | +3.7% |
| 3Y | +45.4% | +78.2% | -32.8% | -8.6% |
| 5Y | +56.8% | +73.2% | -16.4% | 0.0% |
| All | +388.5% | +308.5% | +80.0% | +60.8% |
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