+74.7%
JPY vs SPY
+58.4%
+16.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.5% | +1.6% |
| 7D | +0.7% | -0.8% | +1.5% | +1.4% |
| 30D | +1.5% | -1.1% | +2.6% | +2.5% |
| 3M | +8.7% | +3.9% | +4.9% | +5.2% |
| 6M | +20.1% | +13.6% | +6.5% | +7.7% |
| YTD | +25.0% | +12.7% | +12.3% | +12.8% |
| 1Y | +27.5% | +17.5% | +10.0% | +11.6% |
| All | +74.7% | +58.4% | +16.3% | +28.2% |
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