-97.9%
POLA vs SPY
+303.9%
-401.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.2% | -5.3% |
| 7D | -7.1% | +0.5% | -7.7% | -7.6% |
| 30D | -27.0% | -0.9% | -26.0% | -26.3% |
| 3M | -28.2% | +3.9% | -32.1% | -30.2% |
| 6M | -9.7% | +14.5% | -24.2% | -19.3% |
| YTD | -22.2% | +12.9% | -35.1% | -29.6% |
| 1Y | -46.1% | +19.4% | -65.4% | -53.4% |
| 3Y | -86.7% | +78.5% | -165.2% | -92.3% |
| 5Y | -97.0% | +81.8% | -178.7% | -98.2% |
| All | -97.9% | +303.9% | -401.8% | -99.2% |
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