-80.3%
MENS vs SPY
+29.1%
-109.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.8% | -2.8% |
| 7D | -16.7% | -0.8% | -16.0% | -15.3% |
| 30D | -2.5% | -1.1% | -1.4% | -0.2% |
| 3M | +16.7% | +3.9% | +12.9% | +6.1% |
| 6M | -10.8% | +13.6% | -24.4% | -36.4% |
| YTD | -49.6% | +12.7% | -62.3% | -63.4% |
| 1Y | -96.9% | +17.5% | -114.4% | -97.6% |
| All | -80.3% | +29.1% | -109.4% | -87.0% |
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