+65.4%
SELF vs SPY
+314.4%
-249.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -1.9% | +0.5% | -2.5% | -2.0% |
| 30D | 0.0% | -0.9% | +0.9% | +0.2% |
| 3M | +4.3% | +3.9% | +0.4% | +3.3% |
| 6M | +3.1% | +14.5% | -11.4% | -0.1% |
| YTD | +3.9% | +12.9% | -9.0% | +0.9% |
| 1Y | +5.9% | +19.4% | -13.4% | +1.5% |
| 3Y | +21.2% | +78.5% | -57.3% | +4.8% |
| 5Y | +27.5% | +81.8% | -54.2% | +9.1% |
| All | +65.4% | +314.4% | -249.0% | +30.4% |
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