+309.3%
SPY vs P
+666.7%
-357.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.7% | -1.0% |
| 7D | +3.3% | +17.8% | -14.5% | +0.2% |
| 30D | -2.7% | -29.9% | +27.2% | +3.0% |
| 3M | -1.7% | -1.2% | -0.6% | -3.0% |
| 6M | +3.1% | +32.1% | -29.0% | -5.0% |
| YTD | +11.9% | +64.3% | -52.4% | -2.2% |
| 1Y | +12.0% | +24.3% | -12.3% | +2.0% |
| 3Y | +78.2% | +203.2% | -125.0% | +26.6% |
| 5Y | +73.2% | +290.4% | -217.2% | +13.1% |
| All | +309.3% | +666.7% | -357.4% | +124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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