+231.7%
RF vs SPY
+311.8%
-80.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -1.8% |
| 7D | -1.3% | -0.9% | -0.4% | -0.4% |
| 30D | +4.6% | -2.4% | +7.0% | +7.4% |
| 3M | -8.4% | -1.2% | -7.3% | -7.5% |
| 6M | +8.9% | +3.3% | +5.6% | +3.6% |
| YTD | +8.8% | +12.3% | -3.5% | -7.0% |
| 1Y | +18.9% | +12.4% | +6.5% | +1.5% |
| 3Y | +116.0% | +78.8% | +37.2% | +0.7% |
| 5Y | +46.0% | +75.2% | -29.1% | -29.9% |
| 10Y | +231.7% | +311.1% | -79.4% | -50.9% |
| All | +231.7% | +311.8% | -80.0% | -50.9% |
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