+44.8%
PL vs SPY
+95.9%
-51.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | -1.9% |
| 7D | +13.4% | -0.9% | +14.3% | +16.1% |
| 30D | -10.2% | -2.4% | -7.8% | -5.3% |
| 3M | -39.5% | -1.2% | -38.3% | -37.4% |
| 6M | -65.7% | +3.3% | -69.0% | -66.4% |
| YTD | -27.3% | +12.3% | -39.6% | -38.2% |
| 1Y | +15.0% | +12.4% | +2.5% | -2.0% |
| 3Y | +560.8% | +78.8% | +482.0% | +195.5% |
| 5Y | +38.4% | +75.2% | -36.7% | -33.1% |
| All | +44.8% | +95.9% | -51.0% | -30.3% |
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