+707.9%
P vs SPY
+315.0%
+392.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.4% | +3.9% | +2.6% |
| 7D | -9.6% | +0.1% | -9.7% | -9.0% |
| 30D | -33.4% | -3.3% | -30.1% | -28.8% |
| 3M | +14.2% | -2.4% | +16.6% | +20.8% |
| 6M | +31.6% | +2.6% | +29.0% | +30.5% |
| YTD | +53.5% | +11.2% | +42.2% | +36.0% |
| 1Y | +14.2% | +13.4% | +0.8% | -1.4% |
| 3Y | +190.5% | +79.9% | +110.6% | +36.7% |
| 5Y | +256.3% | +72.2% | +184.2% | +81.1% |
| 10Y | +707.9% | +307.3% | +400.5% | +26.5% |
| All | +707.9% | +315.0% | +392.8% | +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