-61.2%
SAFE vs SPY
+311.3%
-372.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.2% |
| 7D | -3.4% | +0.5% | -3.9% | -4.0% |
| 30D | -9.8% | -0.9% | -8.9% | -8.9% |
| 3M | -5.0% | +3.9% | -8.9% | -9.5% |
| 6M | -2.3% | +14.5% | -16.8% | -17.0% |
| YTD | +9.9% | +12.9% | -3.0% | -5.2% |
| 1Y | -5.9% | +19.4% | -25.3% | -24.1% |
| 3Y | -15.7% | +78.5% | -94.2% | -59.2% |
| 5Y | -85.8% | +81.8% | -167.6% | -93.2% |
| 10Y | -61.2% | +311.5% | -372.7% | -92.3% |
| All | -61.2% | +311.3% | -372.5% | -92.3% |
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