+207.9%
SIZE vs SPY
+315.0%
-107.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +0.2% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | +1.7% | -3.3% | +5.0% | +5.0% |
| 3M | -1.2% | -2.4% | +1.2% | +1.1% |
| 6M | +6.6% | +2.6% | +4.0% | +3.7% |
| YTD | +13.4% | +11.2% | +2.2% | +1.8% |
| 1Y | +15.2% | +13.4% | +1.9% | +1.5% |
| 3Y | +64.9% | +79.9% | -15.0% | -8.9% |
| 5Y | +41.5% | +72.2% | -30.7% | -18.4% |
| 10Y | +207.9% | +307.3% | -99.4% | -22.7% |
| All | +207.9% | +315.0% | -107.1% | -22.7% |
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