+307.3%
SPY vs M
+3.7%
+303.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.1% | -5.7% | +1.2% |
| 7D | +0.1% | +2.5% | -2.5% | -0.3% |
| 30D | -3.3% | +10.1% | -13.4% | -4.8% |
| 3M | -2.4% | -0.9% | -1.5% | -2.6% |
| 6M | +2.6% | +30.2% | -27.6% | -1.8% |
| YTD | +11.2% | +16.3% | -5.1% | +7.8% |
| 1Y | +13.4% | +27.0% | -13.6% | +8.3% |
| 3Y | +79.9% | +154.5% | -74.6% | +50.5% |
| 5Y | +72.2% | -1.1% | +73.2% | +58.5% |
| 10Y | +307.3% | +0.5% | +306.8% | +217.7% |
| All | +307.3% | +3.7% | +303.6% | +217.7% |
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