+92.9%
III vs SPY
+311.8%
-218.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +1.0% |
| 7D | +3.1% | -0.9% | +4.0% | +4.0% |
| 30D | +7.9% | -2.4% | +10.3% | +10.3% |
| 3M | +22.6% | -1.2% | +23.7% | +23.7% |
| 6M | +54.4% | +3.3% | +51.1% | +48.0% |
| YTD | +11.9% | +12.3% | -0.4% | -1.4% |
| 1Y | +25.3% | +12.4% | +12.9% | +10.4% |
| 3Y | +70.6% | +78.8% | -8.2% | -10.2% |
| 5Y | -20.6% | +75.2% | -95.7% | -57.0% |
| 10Y | +92.9% | +311.1% | -218.3% | -61.3% |
| All | +92.9% | +311.8% | -218.9% | -61.3% |
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