+153.3%
SPSM vs SPY
+307.0%
-153.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | +2.2% | +2.6% | -0.4% | -0.5% |
| 30D | +3.9% | -2.0% | +5.9% | +6.0% |
| 3M | -5.6% | -2.8% | -2.9% | -2.9% |
| 6M | +4.8% | +2.1% | +2.6% | +2.1% |
| YTD | +18.0% | +11.5% | +6.5% | +4.6% |
| 1Y | +22.0% | +13.5% | +8.5% | +6.1% |
| 3Y | +61.5% | +77.7% | -16.2% | -13.5% |
| 5Y | +27.8% | +72.6% | -44.8% | -29.3% |
| All | +153.3% | +307.0% | -153.8% | -48.5% |
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