+655.3%
P vs SPY
+311.8%
+343.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.1% | +2.4% |
| 7D | -4.7% | -0.9% | -3.8% | -2.3% |
| 30D | -31.4% | -2.4% | -29.1% | -27.7% |
| 3M | -2.6% | -1.2% | -1.5% | +1.1% |
| 6M | +21.9% | +3.3% | +18.6% | +19.7% |
| YTD | +58.9% | +12.3% | +46.6% | +38.9% |
| 1Y | +21.7% | +12.4% | +9.3% | +6.5% |
| 3Y | +193.3% | +78.8% | +114.5% | +39.0% |
| 5Y | +275.1% | +75.2% | +200.0% | +85.9% |
| 10Y | +655.3% | +311.1% | +344.2% | +13.1% |
| All | +655.3% | +311.8% | +343.6% | +13.1% |
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