+408.3%
R vs SPY
+312.5%
+95.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.3% |
| 7D | +0.7% | -0.4% | +1.0% | +1.1% |
| 30D | -5.5% | -1.4% | -4.2% | -4.0% |
| 3M | -11.3% | +3.7% | -15.0% | -15.0% |
| 6M | +22.3% | +13.0% | +9.3% | +5.8% |
| YTD | +29.5% | +12.4% | +17.1% | +12.9% |
| 1Y | +34.2% | +18.5% | +15.6% | +10.0% |
| 3Y | +166.7% | +77.6% | +89.1% | +36.3% |
| 5Y | +256.9% | +81.7% | +175.3% | +76.8% |
| 10Y | +408.3% | +319.7% | +88.6% | -15.4% |
| All | +408.3% | +312.5% | +95.8% | -15.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling