-99.4%
GUTS vs SPY
+59.1%
-158.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | -0.4% | +11.7% | +11.8% |
| 7D | -2.8% | +2.6% | -5.4% | -6.0% |
| 30D | -77.8% | -2.0% | -75.9% | -76.7% |
| 3M | -88.6% | -2.8% | -85.8% | -87.9% |
| 6M | -92.1% | +2.1% | -94.2% | -92.0% |
| YTD | -96.6% | +11.5% | -108.1% | -96.8% |
| 1Y | -93.3% | +13.5% | -106.7% | -93.9% |
| All | -99.4% | +59.1% | -158.5% | -99.7% |
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