+374.1%
R vs SPY
+308.5%
+65.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -0.7% |
| 7D | +3.3% | +3.3% | 0.0% | -0.5% |
| 30D | +16.6% | -2.7% | +19.2% | +20.0% |
| 3M | +6.5% | -1.7% | +8.3% | +8.4% |
| 6M | +23.5% | +3.1% | +20.4% | +18.6% |
| YTD | +47.6% | +11.9% | +35.7% | +29.0% |
| 1Y | +64.3% | +12.0% | +52.3% | +43.7% |
| 3Y | +187.0% | +78.2% | +108.9% | +46.0% |
| 5Y | +257.5% | +73.2% | +184.3% | +87.8% |
| All | +374.1% | +308.5% | +65.6% | -16.8% |
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