+26.8%
PL vs SPY
+89.5%
-62.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.3% | +10.1% | +9.8% |
| 7D | -6.8% | -2.7% | -4.1% | -1.9% |
| 30D | -29.3% | -5.4% | -23.9% | -21.3% |
| 3M | -44.8% | -4.1% | -40.7% | -39.8% |
| 6M | -68.4% | +0.7% | -69.1% | -67.6% |
| YTD | -36.4% | +8.7% | -45.0% | -42.8% |
| 1Y | +0.7% | +10.9% | -10.2% | -12.0% |
| 3Y | +455.3% | +75.0% | +380.3% | +158.7% |
| 5Y | +22.7% | +67.8% | -45.1% | -37.2% |
| All | +26.8% | +89.5% | -62.8% | -35.5% |
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