-38.3%
LIVE vs SPY
+315.0%
-353.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +1.1% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | -4.7% | -3.3% | -1.4% | -3.6% |
| 3M | -24.3% | -2.4% | -21.9% | -23.7% |
| 6M | -45.0% | +2.6% | -47.5% | -45.7% |
| YTD | -50.7% | +11.2% | -62.0% | -52.9% |
| 1Y | -45.3% | +13.4% | -58.7% | -48.0% |
| 3Y | -73.4% | +79.9% | -153.3% | -79.0% |
| 5Y | -79.1% | +72.2% | -151.3% | -83.4% |
| 10Y | -38.3% | +307.3% | -345.7% | -47.1% |
| All | -38.3% | +315.0% | -353.3% | -47.1% |
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