-72.2%
SAFE vs SPY
+315.0%
-387.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | -0.8% |
| 7D | -6.6% | +0.1% | -6.7% | -7.0% |
| 30D | -10.1% | -3.3% | -6.8% | -7.0% |
| 3M | -32.8% | -2.4% | -30.4% | -31.3% |
| 6M | -26.8% | +2.6% | -29.4% | -29.7% |
| YTD | -18.1% | +11.2% | -29.3% | -28.5% |
| 1Y | -14.4% | +13.4% | -27.8% | -27.1% |
| 3Y | -26.3% | +79.9% | -106.2% | -65.0% |
| 5Y | -89.7% | +72.2% | -161.9% | -94.8% |
| 10Y | -72.2% | +307.3% | -379.5% | -94.5% |
| All | -72.2% | +315.0% | -387.2% | -94.5% |
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