-54.3%
S vs SPY
+91.8%
-146.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.7% | -1.3% |
| 7D | -5.8% | +0.5% | -6.4% | -6.8% |
| 30D | -9.2% | -0.9% | -8.3% | -7.5% |
| 3M | +23.4% | +3.9% | +19.5% | +15.3% |
| 6M | +36.9% | +14.5% | +22.4% | +6.8% |
| YTD | +29.5% | +12.9% | +16.6% | +3.7% |
| 1Y | +5.4% | +19.4% | -13.9% | -23.9% |
| 3Y | +14.7% | +78.5% | -63.8% | -62.0% |
| 5Y | -71.5% | +81.8% | -153.3% | -89.6% |
| All | -54.3% | +91.8% | -146.1% | -83.3% |
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