+104.6%
III vs SPY
+304.1%
-199.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +2.0% |
| 7D | +2.0% | -0.6% | +2.6% | +2.5% |
| 30D | +5.9% | -3.7% | +9.6% | +9.7% |
| 3M | +19.4% | -2.7% | +22.1% | +22.5% |
| 6M | +54.7% | +2.2% | +52.5% | +49.9% |
| YTD | +9.4% | +10.8% | -1.4% | -2.3% |
| 1Y | +22.6% | +11.2% | +11.3% | +9.1% |
| 3Y | +66.8% | +76.5% | -9.7% | -11.0% |
| 5Y | -20.5% | +72.9% | -93.4% | -56.4% |
| 10Y | +104.6% | +304.8% | -200.2% | -54.9% |
| All | +104.6% | +304.1% | -199.5% | -54.9% |
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