-89.3%
ROOT vs SPY
+148.3%
-237.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.2% | -3.9% |
| 7D | -5.1% | -0.4% | -4.7% | -4.4% |
| 30D | -2.5% | -1.4% | -1.2% | -0.3% |
| 3M | -3.3% | +3.7% | -7.0% | -9.5% |
| 6M | +15.2% | +13.0% | +2.2% | -7.4% |
| YTD | -27.9% | +12.4% | -40.3% | -41.2% |
| 1Y | -47.0% | +18.5% | -65.6% | -60.2% |
| 3Y | +363.3% | +77.6% | +285.7% | +65.2% |
| 5Y | -56.3% | +81.7% | -138.0% | -83.8% |
| All | -89.3% | +148.3% | -237.6% | -96.8% |
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