+166.2%
L vs SPY
+315.0%
-148.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -2.0% |
| 7D | -1.3% | +0.1% | -1.3% | -1.5% |
| 30D | +3.0% | -3.3% | +6.4% | +6.0% |
| 3M | -4.8% | -2.4% | -2.4% | -3.1% |
| 6M | +5.3% | +2.6% | +2.8% | +1.7% |
| YTD | +4.6% | +11.2% | -6.7% | -7.0% |
| 1Y | +7.4% | +13.4% | -6.0% | -6.4% |
| 3Y | +69.9% | +79.9% | -10.0% | -10.1% |
| 5Y | +93.9% | +72.2% | +21.7% | +5.8% |
| 10Y | +166.2% | +307.3% | -141.1% | -41.9% |
| All | +166.2% | +315.0% | -148.8% | -41.9% |
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