+4.8%
PRIV vs SPY
+25.6%
-20.8%
-4.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | +0.3% | -2.7% | +3.0% | +0.4% |
| 30D | +2.3% | -5.4% | +7.7% | +2.6% |
| 3M | -0.4% | -4.1% | +3.7% | -0.2% |
| 6M | -1.3% | +0.7% | -2.0% | -1.3% |
| YTD | -0.4% | +8.7% | -9.1% | -0.9% |
| 1Y | 0.0% | +10.9% | -10.8% | -0.5% |
| All | +4.8% | +25.6% | -20.8% | +2.5% |
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