+311.5%
SPY vs RF
+334.9%
-23.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.2% |
| 7D | +0.5% | +2.7% | -2.1% | -0.3% |
| 30D | -0.9% | -3.4% | +2.4% | +0.1% |
| 3M | +3.9% | +6.4% | -2.5% | +1.7% |
| 6M | +14.5% | +13.4% | +1.1% | +9.6% |
| YTD | +12.9% | +14.2% | -1.3% | +7.6% |
| 1Y | +19.4% | +15.7% | +3.7% | +13.0% |
| 3Y | +78.5% | +91.3% | -12.9% | +40.9% |
| 5Y | +81.8% | +89.8% | -8.0% | +40.8% |
| 10Y | +311.5% | +336.7% | -25.2% | +132.1% |
| All | +311.5% | +334.9% | -23.4% | +132.1% |
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