+186.5%
PY vs SPY
+304.1%
-117.6%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | +1.3% | -0.6% | +1.9% | +1.7% |
| 30D | +4.1% | -3.7% | +7.8% | +6.9% |
| 3M | +2.9% | -2.7% | +5.7% | +4.9% |
| 6M | +11.6% | +2.2% | +9.4% | +9.4% |
| YTD | +14.7% | +10.8% | +3.8% | +5.7% |
| 1Y | +16.8% | +11.2% | +5.6% | +7.4% |
| 3Y | +60.3% | +76.5% | -16.2% | +4.5% |
| 5Y | +51.4% | +72.9% | -21.5% | -0.5% |
| 10Y | +186.5% | +304.8% | -118.3% | +19.3% |
| All | +186.5% | +304.1% | -117.6% | +19.3% |
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