-82.6%
PERF vs SPY
+108.2%
-190.9%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.6% |
| 7D | +0.5% | +0.5% | 0.0% | +0.1% |
| 30D | -0.5% | -0.9% | +0.4% | +0.2% |
| 3M | +14.4% | +3.9% | +10.5% | +10.9% |
| 6M | +30.8% | +14.5% | +16.3% | +16.9% |
| YTD | +5.5% | +12.9% | -7.4% | -4.6% |
| 1Y | -2.1% | +19.4% | -21.4% | -15.3% |
| 3Y | -52.3% | +78.5% | -130.7% | -70.4% |
| All | -82.6% | +108.2% | -190.9% | -91.1% |
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