+279.8%
PLUS vs SPY
+311.8%
-32.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | -0.9% |
| 7D | +7.4% | -0.9% | +8.3% | +8.8% |
| 30D | +2.4% | -2.4% | +4.8% | +5.4% |
| 3M | +9.8% | -1.2% | +10.9% | +11.5% |
| 6M | +9.9% | +3.3% | +6.6% | +6.0% |
| YTD | +11.9% | +12.3% | -0.4% | -1.9% |
| 1Y | +9.6% | +12.4% | -2.8% | -4.0% |
| 3Y | +65.4% | +78.8% | -13.4% | -13.6% |
| 5Y | +59.4% | +75.2% | -15.8% | -15.0% |
| 10Y | +279.8% | +311.1% | -31.3% | -24.1% |
| All | +279.8% | +311.8% | -32.0% | -24.1% |
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