+311.1%
SPY vs B
+203.3%
+107.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.5% |
| 7D | -0.9% | -2.7% | +1.8% | -0.7% |
| 30D | -2.4% | -4.3% | +2.0% | -2.0% |
| 3M | -1.2% | -2.3% | +1.1% | -1.1% |
| 6M | +3.3% | -16.2% | +19.5% | +4.7% |
| YTD | +12.3% | -8.8% | +21.1% | +12.3% |
| 1Y | +12.4% | +11.4% | +1.1% | +10.1% |
| 3Y | +78.8% | +174.3% | -95.5% | +57.8% |
| 5Y | +75.2% | +116.2% | -41.0% | +56.1% |
| 10Y | +311.1% | +222.7% | +88.4% | +261.7% |
| All | +311.1% | +203.3% | +107.8% | +261.7% |
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