-4.3%
M vs SPY
+304.1%
-308.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +1.0% |
| 7D | +5.0% | -0.6% | +5.6% | +6.2% |
| 30D | +10.6% | -3.7% | +14.3% | +16.6% |
| 3M | +1.6% | -2.7% | +4.3% | +5.7% |
| 6M | +30.8% | +2.2% | +28.7% | +26.9% |
| YTD | +16.9% | +10.8% | +6.1% | +1.1% |
| 1Y | +26.3% | +11.2% | +15.0% | +8.6% |
| 3Y | +158.6% | +76.5% | +82.1% | +18.4% |
| 5Y | +2.1% | +72.9% | -70.9% | -50.2% |
| 10Y | -4.3% | +304.8% | -309.2% | -83.2% |
| All | -4.3% | +304.1% | -308.4% | -83.2% |
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