+148.7%
POOL vs SPY
+307.0%
-158.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.2% |
| 7D | +2.7% | +2.6% | +0.1% | +0.4% |
| 30D | +37.5% | -2.0% | +39.5% | +39.6% |
| 3M | +8.4% | -2.8% | +11.2% | +10.9% |
| 6M | +25.8% | +2.1% | +23.6% | +22.6% |
| YTD | -3.0% | +11.5% | -14.5% | -13.0% |
| 1Y | -9.8% | +13.5% | -23.3% | -20.4% |
| 3Y | -30.4% | +77.7% | -108.1% | -60.6% |
| 5Y | -59.1% | +72.6% | -131.7% | -76.0% |
| All | +148.7% | +307.0% | -158.3% | -36.3% |
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