-61.3%
LABU vs SPY
+313.4%
-374.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | +0.5% |
| 7D | +2.6% | +0.1% | +2.5% | +2.1% |
| 30D | +18.7% | +0.1% | +18.7% | +18.7% |
| 3M | +69.4% | +2.0% | +67.4% | +59.0% |
| 6M | +80.6% | +13.0% | +67.5% | +25.0% |
| YTD | +90.4% | +13.5% | +76.9% | +30.2% |
| 1Y | +294.1% | +20.0% | +274.2% | +126.8% |
| 3Y | +193.4% | +77.2% | +116.2% | -47.3% |
| 5Y | -77.3% | +81.9% | -159.2% | -94.4% |
| All | -61.3% | +313.4% | -374.7% | -99.3% |
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