-99.4%
POLA vs SPY
+297.9%
-397.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +2.4% | +10.1% | +10.3% |
| 7D | -33.3% | +0.1% | -33.4% | -33.6% |
| 30D | -68.4% | -3.3% | -65.1% | -67.4% |
| 3M | -79.8% | -2.4% | -77.4% | -79.3% |
| 6M | -81.0% | +2.6% | -83.5% | -81.2% |
| YTD | -78.4% | +11.2% | -89.7% | -80.2% |
| 1Y | -89.4% | +13.4% | -102.8% | -90.4% |
| 3Y | -94.3% | +79.9% | -174.2% | -96.7% |
| 5Y | -99.2% | +72.2% | -171.4% | -99.5% |
| All | -99.4% | +297.9% | -397.3% | -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