-91.0%
ROOT vs SPY
+148.1%
-239.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -2.0% |
| 7D | -23.1% | -0.9% | -22.1% | -21.0% |
| 30D | -9.0% | -2.4% | -6.7% | -4.2% |
| 3M | -14.8% | -1.2% | -13.6% | -12.4% |
| 6M | -22.4% | +3.3% | -25.7% | -26.3% |
| YTD | -39.1% | +12.3% | -51.4% | -49.8% |
| 1Y | -48.9% | +12.4% | -61.3% | -57.7% |
| 3Y | +347.3% | +78.8% | +268.5% | +57.7% |
| 5Y | -57.7% | +75.2% | -132.9% | -83.7% |
| All | -91.0% | +148.1% | -239.0% | -97.3% |
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