+307.3%
SPY vs P
+748.5%
-441.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.3% | -3.9% | +1.2% |
| 7D | +0.1% | -9.6% | +9.7% | +1.7% |
| 30D | -3.3% | -33.4% | +30.1% | +3.3% |
| 3M | -2.4% | +14.2% | -16.6% | -6.4% |
| 6M | +2.6% | +31.6% | -29.0% | -5.5% |
| YTD | +11.2% | +53.5% | -42.2% | -1.5% |
| 1Y | +13.4% | +14.2% | -0.8% | +4.9% |
| 3Y | +79.9% | +190.5% | -110.6% | +28.9% |
| 5Y | +72.2% | +256.3% | -184.2% | +14.6% |
| 10Y | +307.3% | +707.9% | -400.5% | +123.0% |
| All | +307.3% | +748.5% | -441.2% | +123.0% |
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