-85.6%
RR vs SPY
+73.7%
-159.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.4% | -7.5% | -7.0% |
| 7D | -15.2% | +2.6% | -17.8% | -19.5% |
| 30D | -46.8% | -2.0% | -44.9% | -44.0% |
| 3M | -56.1% | -2.8% | -53.3% | -52.6% |
| 6M | -73.2% | +2.1% | -75.4% | -73.5% |
| YTD | -76.6% | +11.5% | -88.1% | -80.1% |
| 1Y | -76.8% | +13.5% | -90.3% | -80.8% |
| All | -85.6% | +73.7% | -159.4% | -90.4% |
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