+307.3%
SPY vs D
+42.1%
+265.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.5% |
| 7D | +0.1% | +0.8% | -0.7% | -0.2% |
| 30D | -3.3% | +10.7% | -14.0% | -6.4% |
| 3M | -2.4% | +2.3% | -4.7% | -3.2% |
| 6M | +2.6% | +12.5% | -9.9% | -1.6% |
| YTD | +11.2% | +20.1% | -8.9% | +4.2% |
| 1Y | +13.4% | +15.6% | -2.2% | +7.4% |
| 3Y | +79.9% | +75.2% | +4.7% | +44.7% |
| 5Y | +72.2% | +14.6% | +57.6% | +61.1% |
| 10Y | +307.3% | +43.8% | +263.6% | +262.8% |
| All | +307.3% | +42.1% | +265.2% | +262.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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