+311.5%
SPY vs M
-6.4%
+317.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.2% |
| 7D | +0.5% | +2.4% | -1.8% | +0.2% |
| 30D | -0.9% | -11.6% | +10.7% | +0.8% |
| 3M | +3.9% | +1.6% | +2.3% | +3.3% |
| 6M | +14.5% | +25.2% | -10.7% | +10.4% |
| YTD | +12.9% | +3.8% | +9.2% | +11.5% |
| 1Y | +19.4% | +36.3% | -17.0% | +12.9% |
| 3Y | +78.5% | +116.3% | -37.9% | +52.8% |
| 5Y | +81.8% | +28.2% | +53.6% | +61.7% |
| 10Y | +311.5% | -3.4% | +314.9% | +219.7% |
| All | +311.5% | -6.4% | +317.9% | +219.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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