+312.8%
SPY vs B
+189.6%
+123.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.2% |
| 7D | +0.1% | -1.6% | +1.7% | +0.3% |
| 30D | +0.1% | +9.4% | -9.4% | -1.0% |
| 3M | +2.0% | +5.0% | -3.0% | +1.2% |
| 6M | +13.0% | -3.5% | +16.6% | +12.8% |
| YTD | +13.5% | +4.5% | +9.1% | +12.1% |
| 1Y | +20.0% | +67.8% | -47.8% | +12.6% |
| 3Y | +77.2% | +196.7% | -119.5% | +55.6% |
| 5Y | +81.9% | +151.9% | -70.0% | +60.2% |
| All | +312.8% | +189.6% | +123.3% | +263.9% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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