+319.7%
SPY vs A
+236.6%
+83.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | +0.1% |
| 7D | -0.4% | -4.4% | +4.0% | +1.4% |
| 30D | -1.4% | -2.7% | +1.3% | -0.5% |
| 3M | +3.7% | +7.0% | -3.3% | +0.3% |
| 6M | +13.0% | +24.6% | -11.6% | +1.5% |
| YTD | +12.4% | +7.0% | +5.4% | +7.5% |
| 1Y | +18.5% | +15.6% | +3.0% | +8.9% |
| 3Y | +77.6% | +29.9% | +47.7% | +48.6% |
| 5Y | +81.7% | -15.4% | +97.1% | +83.3% |
| 10Y | +319.7% | +248.9% | +70.8% | +121.2% |
| All | +319.7% | +236.6% | +83.0% | +121.2% |
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