-91.0%
ROOT vs SPY
+146.3%
-237.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +1.2% |
| 7D | +1.2% | +2.6% | -1.4% | -3.5% |
| 30D | -10.7% | -2.0% | -8.7% | -6.5% |
| 3M | -12.0% | -2.8% | -9.2% | -6.8% |
| 6M | -23.1% | +2.1% | -25.3% | -25.5% |
| YTD | -39.3% | +11.5% | -50.8% | -49.3% |
| 1Y | -46.6% | +13.5% | -60.1% | -56.7% |
| 3Y | +313.9% | +77.7% | +236.2% | +47.5% |
| 5Y | -56.4% | +72.6% | -129.0% | -82.9% |
| All | -91.0% | +146.3% | -237.3% | -97.2% |
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