+1,715.5%
POWL vs SPY
+312.5%
+1,403.0%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -0.7% |
| 7D | +5.7% | -0.4% | +6.1% | +6.2% |
| 30D | -13.0% | -1.4% | -11.6% | -11.5% |
| 3M | -36.4% | +3.7% | -40.1% | -38.6% |
| 6M | +4.1% | +13.0% | -8.9% | -8.2% |
| YTD | +69.9% | +12.4% | +57.5% | +50.7% |
| 1Y | +95.7% | +18.5% | +77.2% | +64.8% |
| 3Y | +558.5% | +77.6% | +480.9% | +278.9% |
| 5Y | +2,251.3% | +81.7% | +2,169.7% | +1,194.0% |
| 10Y | +1,715.5% | +319.7% | +1,395.9% | +263.8% |
| All | +1,715.5% | +312.5% | +1,403.0% | +263.8% |
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