-63.7%
MAX vs SPY
+148.3%
-211.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.1% |
| 7D | -7.6% | -0.4% | -7.2% | -7.2% |
| 30D | -14.5% | -1.4% | -13.1% | -13.0% |
| 3M | +24.4% | +3.7% | +20.7% | +18.5% |
| 6M | +16.0% | +13.0% | +3.0% | -1.5% |
| YTD | -10.6% | +12.4% | -23.0% | -23.4% |
| 1Y | -12.9% | +18.5% | -31.5% | -30.5% |
| 3Y | +49.0% | +77.6% | -28.6% | -31.8% |
| 5Y | -45.6% | +81.7% | -127.3% | -75.1% |
| All | -63.7% | +148.3% | -211.9% | -88.6% |
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