-99.6%
POLA vs SPY
+300.2%
-399.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.4% | -6.3% | -6.3% |
| 7D | -17.6% | +3.3% | -20.9% | -19.8% |
| 30D | -74.5% | -2.7% | -71.9% | -73.9% |
| 3M | -84.9% | -1.7% | -83.1% | -84.6% |
| 6M | -82.8% | +3.1% | -85.9% | -83.1% |
| YTD | -83.2% | +11.9% | -95.1% | -84.7% |
| 1Y | -91.1% | +12.0% | -103.1% | -91.9% |
| 3Y | -95.3% | +78.2% | -173.5% | -97.3% |
| 5Y | -99.4% | +73.2% | -172.6% | -99.6% |
| All | -99.6% | +300.2% | -399.8% | -99.8% |
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