+159.4%
POOL vs SPY
+304.1%
-144.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | +5.6% | -0.6% | +6.2% | +6.1% |
| 30D | +37.2% | -3.7% | +40.8% | +41.5% |
| 3M | +10.1% | -2.7% | +12.9% | +12.6% |
| 6M | +18.2% | +2.2% | +16.0% | +15.1% |
| YTD | -2.4% | +10.8% | -13.2% | -11.9% |
| 1Y | -9.9% | +11.2% | -21.1% | -19.0% |
| 3Y | -30.5% | +76.5% | -107.0% | -60.4% |
| 5Y | -55.4% | +72.9% | -128.3% | -73.8% |
| 10Y | +159.4% | +304.8% | -145.5% | -31.6% |
| All | +159.4% | +304.1% | -144.8% | -31.6% |
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