-48.4%
REAL vs SPY
+184.6%
-233.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +2.6% |
| 7D | +17.4% | -0.6% | +18.0% | +19.2% |
| 30D | +52.9% | -3.7% | +56.6% | +65.8% |
| 3M | +25.2% | -2.7% | +27.9% | +32.8% |
| 6M | +45.3% | +2.2% | +43.1% | +39.0% |
| YTD | -5.5% | +10.8% | -16.3% | -23.1% |
| 1Y | +33.0% | +11.2% | +21.8% | +7.4% |
| 3Y | +616.8% | +76.5% | +540.3% | +126.4% |
| 5Y | -2.0% | +72.9% | -74.9% | -61.1% |
| All | -48.4% | +184.6% | -233.0% | -90.4% |
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 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