+31.8%
MIN vs SPY
+308.5%
-276.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | -1.8% | +3.3% | -5.0% | -2.2% |
| 30D | +1.9% | -2.7% | +4.6% | +2.2% |
| 3M | -3.3% | -1.7% | -1.5% | -3.1% |
| 6M | -0.1% | +3.1% | -3.2% | -0.6% |
| YTD | -3.4% | +11.9% | -15.3% | -5.1% |
| 1Y | -3.1% | +12.0% | -15.1% | -4.8% |
| 3Y | +16.7% | +78.2% | -61.5% | +6.7% |
| 5Y | +0.8% | +73.2% | -72.5% | -7.8% |
| All | +31.8% | +308.5% | -276.7% | +13.0% |
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