+307.3%
SPY vs C
+229.8%
+77.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.1% | +1.4% |
| 7D | +0.1% | -0.9% | +1.0% | +0.5% |
| 30D | -3.3% | -5.4% | +2.1% | -1.4% |
| 3M | -2.4% | -9.2% | +6.7% | +1.0% |
| 6M | +2.6% | -1.8% | +4.4% | +2.6% |
| YTD | +11.2% | +6.7% | +4.6% | +7.0% |
| 1Y | +13.4% | +23.5% | -10.1% | +3.0% |
| 3Y | +79.9% | +219.8% | -139.9% | +10.3% |
| 5Y | +72.2% | +112.4% | -40.2% | +21.5% |
| 10Y | +307.3% | +220.1% | +87.2% | +143.3% |
| All | +307.3% | +229.8% | +77.5% | +143.3% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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