+307.8%
SPY vs A
+302.9%
+5.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | +2.6% | -0.5% | +3.1% | +2.8% |
| 30D | -2.0% | 0.0% | -2.0% | -2.0% |
| 3M | -2.8% | +16.7% | -19.5% | -9.1% |
| 6M | +2.1% | +54.8% | -52.7% | -16.0% |
| YTD | +11.5% | +28.8% | -17.3% | -1.4% |
| 1Y | +13.5% | +19.3% | -5.9% | +3.6% |
| 3Y | +77.7% | +65.5% | +12.2% | +34.0% |
| 5Y | +72.6% | +12.1% | +60.5% | +53.6% |
| All | +307.8% | +302.9% | +5.0% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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