-98.8%
NA vs SPY
+107.9%
-206.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.0% | +5.9% |
| 7D | +6.4% | +2.6% | +3.8% | +4.2% |
| 30D | -15.7% | -2.0% | -13.7% | -13.8% |
| 3M | -20.5% | -2.8% | -17.8% | -18.1% |
| 6M | -43.5% | +2.1% | -45.6% | -43.9% |
| YTD | -53.7% | +11.5% | -65.2% | -57.0% |
| 1Y | -65.5% | +13.5% | -79.0% | -68.5% |
| 3Y | -90.0% | +77.7% | -167.7% | -94.2% |
| All | -98.8% | +107.9% | -206.7% | -99.5% |
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