+112.4%
POOL vs SPY
+312.5%
-200.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.8% |
| 7D | -2.8% | -0.4% | -2.4% | -2.4% |
| 30D | -10.4% | -1.4% | -9.1% | -9.3% |
| 3M | -6.9% | +3.7% | -10.6% | -10.1% |
| 6M | -15.4% | +13.0% | -28.4% | -24.7% |
| YTD | -20.7% | +12.4% | -33.1% | -29.0% |
| 1Y | -43.3% | +18.5% | -61.9% | -51.9% |
| 3Y | -45.5% | +77.6% | -123.2% | -69.0% |
| 5Y | -61.1% | +81.7% | -142.8% | -78.0% |
| 10Y | +112.4% | +319.7% | -207.3% | -44.4% |
| All | +112.4% | +312.5% | -200.2% | -44.4% |
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