-53.8%
MAX vs SPY
+146.3%
-200.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | +3.6% | +2.6% | +1.0% | +0.5% |
| 30D | +38.3% | -2.0% | +40.2% | +40.9% |
| 3M | +10.9% | -2.8% | +13.6% | +13.8% |
| 6M | +73.7% | +2.1% | +71.5% | +67.0% |
| YTD | +13.6% | +11.5% | +2.1% | -2.4% |
| 1Y | +15.2% | +13.5% | +1.7% | -3.2% |
| 3Y | +63.3% | +77.7% | -14.4% | -26.0% |
| 5Y | -14.9% | +72.6% | -87.5% | -58.4% |
| All | -53.8% | +146.3% | -200.1% | -85.4% |
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