+91.0%
POWI vs SPY
+312.5%
-221.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -0.8% |
| 7D | -1.2% | -0.4% | -0.8% | -0.7% |
| 30D | -19.4% | -1.4% | -18.1% | -17.7% |
| 3M | -33.2% | +3.7% | -36.9% | -36.0% |
| 6M | +6.1% | +13.0% | -6.9% | -9.6% |
| YTD | +41.4% | +12.4% | +29.0% | +21.4% |
| 1Y | +13.2% | +18.5% | -5.3% | -9.0% |
| 3Y | -34.6% | +77.6% | -112.2% | -69.4% |
| 5Y | -50.9% | +81.7% | -132.6% | -77.1% |
| 10Y | +91.0% | +319.7% | -228.6% | -69.5% |
| All | +91.0% | +312.5% | -221.5% | -69.5% |
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