+303.9%
SPY vs RF
+279.4%
+24.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -2.7% | -0.9% | -1.8% | -2.4% |
| 30D | -5.4% | +6.0% | -11.4% | -7.2% |
| 3M | -4.1% | -8.9% | +4.8% | -1.3% |
| 6M | +0.7% | +2.3% | -1.6% | -0.4% |
| YTD | +8.7% | +7.6% | +1.1% | +5.4% |
| 1Y | +10.9% | +21.2% | -10.3% | +3.5% |
| 3Y | +75.0% | +108.5% | -33.5% | +34.9% |
| 5Y | +67.8% | +43.2% | +24.6% | +42.3% |
| All | +303.9% | +279.4% | +24.5% | +156.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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