+304.8%
SPY vs RF
+248.4%
+56.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | -0.6% | +0.3% | -0.9% | -0.7% |
| 30D | -3.7% | +6.2% | -9.9% | -5.5% |
| 3M | -2.7% | -7.8% | +5.1% | -0.3% |
| 6M | +2.2% | +5.9% | -3.7% | 0.0% |
| YTD | +10.8% | +9.0% | +1.8% | +7.1% |
| 1Y | +11.2% | +19.3% | -8.0% | +4.3% |
| 3Y | +76.5% | +116.4% | -40.0% | +34.3% |
| 5Y | +72.9% | +46.0% | +26.9% | +45.6% |
| 10Y | +304.8% | +239.8% | +65.0% | +157.2% |
| All | +304.8% | +248.4% | +56.4% | +157.2% |
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