+145.0%
OUT vs SPY
+312.9%
-167.9%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.3% | -4.1% | -4.2% |
| 7D | -3.8% | -2.7% | -1.1% | -0.1% |
| 30D | +6.4% | -5.4% | +11.8% | +15.0% |
| 3M | 0.0% | -4.1% | +4.1% | +5.6% |
| 6M | -1.0% | +0.7% | -1.7% | -3.7% |
| YTD | +31.8% | +8.7% | +23.1% | +13.9% |
| 1Y | +82.6% | +10.9% | +71.8% | +52.5% |
| 3Y | +215.7% | +75.0% | +140.7% | +29.6% |
| 5Y | +50.1% | +67.8% | -17.7% | -32.7% |
| All | +145.0% | +312.9% | -167.9% | -60.3% |
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