+45.2%
PL vs SPY
+94.0%
-48.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +2.4% | +12.1% | +10.1% |
| 7D | +10.9% | +0.1% | +10.8% | +11.3% |
| 30D | -16.4% | -3.3% | -13.0% | -10.1% |
| 3M | -39.9% | -2.4% | -37.5% | -36.4% |
| 6M | -63.2% | +2.6% | -65.8% | -63.5% |
| YTD | -27.1% | +11.2% | -38.4% | -37.0% |
| 1Y | +12.2% | +13.4% | -1.2% | -5.6% |
| 3Y | +584.3% | +79.9% | +504.4% | +204.7% |
| 5Y | +37.0% | +72.2% | -35.2% | -32.6% |
| All | +45.2% | +94.0% | -48.9% | -29.0% |
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