+70.5%
SELF vs SPY
+308.5%
-238.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.3% | +3.0% |
| 7D | +0.4% | +3.3% | -2.9% | -0.3% |
| 30D | -2.8% | -2.7% | -0.1% | -2.2% |
| 3M | -3.5% | -1.7% | -1.7% | -3.2% |
| 6M | -5.4% | +3.1% | -8.5% | -6.2% |
| YTD | -0.1% | +11.9% | -12.0% | -2.8% |
| 1Y | +2.4% | +12.0% | -9.6% | -0.5% |
| 3Y | +26.3% | +78.2% | -51.8% | +9.2% |
| 5Y | +20.6% | +73.2% | -52.6% | +4.2% |
| All | +70.5% | +308.5% | -238.0% | +42.5% |
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