+130.9%
OUT vs SPY
+313.4%
-182.5%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.2% |
| 7D | -1.1% | +0.1% | -1.2% | -1.3% |
| 30D | -8.5% | +0.1% | -8.6% | -8.7% |
| 3M | -5.7% | +2.0% | -7.7% | -9.4% |
| 6M | +3.3% | +13.0% | -9.7% | -15.1% |
| YTD | +24.0% | +13.5% | +10.4% | +0.9% |
| 1Y | +65.2% | +20.0% | +45.3% | +23.0% |
| 3Y | +209.4% | +77.2% | +132.2% | +26.5% |
| 5Y | +63.7% | +81.9% | -18.2% | -35.0% |
| All | +130.9% | +313.4% | -182.5% | -68.0% |
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