-66.9%
REAL vs SPY
+188.6%
-255.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.3% |
| 7D | -5.4% | -0.4% | -5.0% | -4.7% |
| 30D | -19.8% | -1.4% | -18.4% | -17.4% |
| 3M | +0.2% | +3.7% | -3.5% | -7.4% |
| 6M | -12.1% | +13.0% | -25.1% | -31.9% |
| YTD | -39.4% | +12.4% | -51.8% | -52.2% |
| 1Y | +15.1% | +18.5% | -3.4% | -18.2% |
| 3Y | +276.2% | +77.6% | +198.6% | +18.0% |
| 5Y | -24.3% | +81.7% | -106.0% | -72.4% |
| All | -66.9% | +188.6% | -255.5% | -94.1% |
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