+76.1%
POST vs SPY
+304.1%
-228.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -1.6% | -0.6% | -1.0% | -1.3% |
| 30D | +9.4% | -3.7% | +13.0% | +11.4% |
| 3M | +7.3% | -2.7% | +10.1% | +8.7% |
| 6M | -19.8% | +2.2% | -22.0% | -21.4% |
| YTD | -17.4% | +10.8% | -28.2% | -22.8% |
| 1Y | -22.4% | +11.2% | -33.6% | -27.7% |
| 3Y | -2.7% | +76.5% | -79.2% | -33.6% |
| 5Y | +17.7% | +72.9% | -55.3% | -19.6% |
| 10Y | +76.1% | +304.8% | -228.7% | -39.4% |
| All | +76.1% | +304.1% | -228.0% | -39.4% |
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