+98.9%
LTM vs SPY
+43.0%
+55.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.2% |
| 7D | -0.7% | +2.6% | -3.3% | -3.2% |
| 30D | 0.0% | -2.0% | +2.0% | +2.0% |
| 3M | -9.7% | -2.8% | -6.9% | -7.1% |
| 6M | -0.9% | +2.1% | -3.0% | -2.2% |
| YTD | -12.2% | +11.5% | -23.7% | -19.3% |
| 1Y | +4.9% | +13.5% | -8.5% | -4.8% |
| All | +98.9% | +43.0% | +55.9% | +51.3% |
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