+380.3%
NDAQ vs SPY
+312.5%
+67.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.4% |
| 7D | -1.6% | -0.4% | -1.2% | -1.2% |
| 30D | -1.5% | -1.4% | -0.1% | -0.2% |
| 3M | +8.0% | +3.7% | +4.3% | +4.4% |
| 6M | +7.7% | +13.0% | -5.3% | -3.9% |
| YTD | -2.3% | +12.4% | -14.7% | -12.4% |
| 1Y | +0.6% | +18.5% | -18.0% | -14.2% |
| 3Y | +90.9% | +77.6% | +13.3% | +11.6% |
| 5Y | +52.5% | +81.7% | -29.2% | -13.2% |
| 10Y | +380.3% | +319.7% | +60.6% | +26.5% |
| All | +380.3% | +312.5% | +67.8% | +26.5% |
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