+475.8%
NDAQ vs SPY
+304.1%
+171.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.7% |
| 7D | +2.9% | -0.6% | +3.4% | +3.3% |
| 30D | +17.5% | -3.7% | +21.2% | +21.2% |
| 3M | +15.4% | -2.7% | +18.2% | +18.1% |
| 6M | +24.6% | +2.2% | +22.4% | +21.6% |
| YTD | +14.4% | +10.8% | +3.6% | +3.7% |
| 1Y | +26.9% | +11.2% | +15.7% | +14.6% |
| 3Y | +119.8% | +76.5% | +43.3% | +28.8% |
| 5Y | +70.5% | +72.9% | -2.4% | +1.3% |
| 10Y | +475.8% | +304.8% | +171.0% | +46.8% |
| All | +475.8% | +304.1% | +171.7% | +46.8% |
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