-99.5%
MEDS vs SPY
+27.4%
-126.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | -0.3% |
| 7D | -1.7% | -0.8% | -1.0% | -0.7% |
| 30D | -32.3% | -1.1% | -31.3% | -31.3% |
| 3M | -75.8% | +3.9% | -79.7% | -76.9% |
| 6M | -90.6% | +13.6% | -104.2% | -92.1% |
| YTD | -95.5% | +12.7% | -108.2% | -96.2% |
| 1Y | -98.8% | +17.5% | -116.3% | -99.1% |
| All | -99.5% | +27.4% | -126.9% | -99.7% |
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