+392.4%
R vs SPY
+315.0%
+77.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.4% | +2.3% | +2.0% |
| 7D | -2.3% | +0.1% | -2.4% | -2.4% |
| 30D | +16.9% | -3.3% | +20.3% | +21.3% |
| 3M | +6.8% | -2.4% | +9.2% | +9.6% |
| 6M | +17.6% | +2.6% | +15.0% | +13.6% |
| YTD | +47.5% | +11.2% | +36.3% | +29.9% |
| 1Y | +67.6% | +13.4% | +54.2% | +44.4% |
| 3Y | +196.4% | +79.9% | +116.5% | +49.1% |
| 5Y | +261.8% | +72.2% | +189.6% | +91.5% |
| 10Y | +392.4% | +307.3% | +85.0% | -16.1% |
| All | +392.4% | +315.0% | +77.3% | -16.1% |
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