+1,196.5%
POWL vs SPY
+311.8%
+884.8%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.3% | +4.2% | +4.0% |
| 7D | +2.0% | -0.9% | +2.9% | +3.8% |
| 30D | -21.3% | -2.4% | -18.9% | -18.4% |
| 3M | -30.0% | -1.2% | -28.8% | -28.3% |
| 6M | -54.7% | +3.3% | -58.0% | -55.5% |
| YTD | +37.5% | +12.3% | +25.2% | +23.3% |
| 1Y | +20.8% | +12.4% | +8.3% | +8.5% |
| 3Y | +429.8% | +78.8% | +351.0% | +206.4% |
| 5Y | +1,576.9% | +75.2% | +1,501.8% | +876.2% |
| 10Y | +1,196.5% | +311.1% | +885.4% | +302.3% |
| All | +1,196.5% | +311.8% | +884.8% | +302.3% |
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