-82.0%
RR vs SPY
+73.3%
-155.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.4% | +4.0% | +1.2% |
| 7D | +11.5% | +0.1% | +11.5% | +11.3% |
| 30D | -42.3% | -3.3% | -38.9% | -37.4% |
| 3M | -41.2% | -2.4% | -38.8% | -37.2% |
| 6M | -64.1% | +2.6% | -66.7% | -64.8% |
| YTD | -70.7% | +11.2% | -81.9% | -75.0% |
| 1Y | -74.7% | +13.4% | -88.1% | -78.9% |
| All | -82.0% | +73.3% | -155.3% | -87.9% |
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