+31.8%
MIN vs SPY
+311.8%
-280.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | -1.5% | -0.9% | -0.6% | -1.4% |
| 30D | +2.2% | -2.4% | +4.5% | +2.5% |
| 3M | -2.4% | -1.2% | -1.3% | -2.3% |
| 6M | -0.5% | +3.3% | -3.8% | -1.0% |
| YTD | -3.0% | +12.3% | -15.3% | -4.7% |
| 1Y | -2.0% | +12.4% | -14.4% | -3.7% |
| 3Y | +17.2% | +78.8% | -61.6% | +7.1% |
| 5Y | +0.9% | +75.2% | -74.2% | -7.8% |
| 10Y | +31.8% | +311.1% | -279.3% | +12.7% |
| All | +31.8% | +311.8% | -280.0% | +12.7% |
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