-18.2%
LIVE vs SPY
+311.3%
-329.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.8% | -2.2% |
| 7D | -6.7% | +0.5% | -7.3% | -6.9% |
| 30D | -10.8% | -0.9% | -9.9% | -10.5% |
| 3M | -7.9% | +3.9% | -11.8% | -9.4% |
| 6M | -33.7% | +14.5% | -48.2% | -37.3% |
| YTD | -42.0% | +12.9% | -54.9% | -44.8% |
| 1Y | -49.7% | +19.4% | -69.1% | -53.1% |
| 3Y | -69.4% | +78.5% | -147.9% | -75.9% |
| 5Y | -77.3% | +81.8% | -159.0% | -82.4% |
| 10Y | -18.2% | +311.5% | -329.7% | -54.0% |
| All | -18.2% | +311.3% | -329.5% | -54.0% |
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