+17.8%
NPV vs SPY
+311.8%
-293.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | -0.4% | -0.9% | +0.5% | -0.3% |
| 30D | +5.1% | -2.4% | +7.4% | +5.5% |
| 3M | -8.8% | -1.2% | -7.7% | -8.6% |
| 6M | -11.7% | +3.3% | -15.0% | -12.3% |
| YTD | -6.0% | +12.3% | -18.3% | -8.0% |
| 1Y | -8.0% | +12.4% | -20.4% | -10.0% |
| 3Y | +22.2% | +78.8% | -56.6% | +9.3% |
| 5Y | -18.5% | +75.2% | -93.7% | -27.4% |
| 10Y | +17.8% | +311.1% | -293.3% | -16.1% |
| All | +17.8% | +311.8% | -293.9% | -16.1% |
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