-95.0%
GUTS vs SPY
+59.4%
-154.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +1.2% |
| 7D | -6.4% | -2.0% | -4.4% | -4.1% |
| 30D | -8.4% | -1.7% | -6.8% | -6.6% |
| 3M | -12.2% | +4.7% | -16.9% | -16.7% |
| 6M | +32.3% | +12.5% | +19.8% | +16.9% |
| YTD | -70.8% | +11.7% | -82.5% | -73.8% |
| 1Y | -35.1% | +17.5% | -52.5% | -44.2% |
| All | -95.0% | +59.4% | -154.4% | -97.2% |
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