+167.0%
SPSM vs SPY
+318.9%
-151.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.3% |
| 7D | -2.3% | -2.0% | -0.3% | -0.2% |
| 30D | -4.6% | -1.7% | -3.0% | -2.9% |
| 3M | +2.2% | +4.7% | -2.6% | -2.9% |
| 6M | +13.9% | +12.5% | +1.4% | +0.1% |
| YTD | +18.2% | +11.7% | +6.5% | +4.7% |
| 1Y | +21.8% | +17.5% | +4.4% | +2.3% |
| 3Y | +52.6% | +76.6% | -24.0% | -17.7% |
| 5Y | +40.7% | +82.0% | -41.3% | -26.7% |
| All | +167.0% | +318.9% | -151.8% | -46.8% |
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