+65.2%
HODL vs SPY
+64.9%
+0.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.8% |
| 7D | -3.2% | -0.8% | -2.4% | -2.2% |
| 30D | +22.0% | -1.1% | +23.0% | +23.6% |
| 3M | +21.6% | +3.9% | +17.8% | +15.9% |
| 6M | +9.5% | +13.6% | -4.1% | -6.6% |
| YTD | -11.6% | +12.7% | -24.3% | -23.3% |
| 1Y | -32.6% | +17.5% | -50.1% | -43.9% |
| All | +65.2% | +64.9% | +0.4% | -7.9% |
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