+12.2%
LOAN vs SPY
+307.0%
-294.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.7% |
| 7D | -3.9% | +2.6% | -6.5% | -5.0% |
| 30D | -6.1% | -2.0% | -4.2% | -5.4% |
| 3M | -19.9% | -2.8% | -17.1% | -18.9% |
| 6M | -18.9% | +2.1% | -21.1% | -19.9% |
| YTD | -25.4% | +11.5% | -36.9% | -29.3% |
| 1Y | -27.6% | +13.5% | -41.0% | -32.0% |
| 3Y | -7.1% | +77.7% | -84.8% | -31.1% |
| 5Y | -18.3% | +72.6% | -90.9% | -39.3% |
| All | +12.2% | +307.0% | -294.8% | -41.3% |
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