-44.7%
S vs SPY
+89.0%
-133.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.4% | +5.7% | +3.8% |
| 7D | +1.6% | +0.1% | +1.5% | +1.8% |
| 30D | -10.5% | -3.3% | -7.1% | -4.3% |
| 3M | +9.9% | -2.4% | +12.3% | +15.5% |
| 6M | +41.8% | +2.6% | +39.2% | +36.1% |
| YTD | +56.8% | +11.2% | +45.6% | +29.5% |
| 1Y | +39.0% | +13.4% | +25.6% | +10.7% |
| 3Y | +53.8% | +79.9% | -26.1% | -50.0% |
| 5Y | -68.6% | +72.2% | -140.8% | -87.2% |
| All | -44.7% | +89.0% | -133.6% | -79.1% |
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