+89.0%
SPY vs S
-51.7%
+140.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +2.6% | +2.0% | +0.6% | +2.3% |
| 30D | -2.0% | -2.7% | +0.7% | -1.8% |
| 3M | -2.8% | -6.9% | +4.1% | -2.5% |
| 6M | +2.1% | +38.1% | -35.9% | -3.2% |
| YTD | +11.5% | +48.0% | -36.5% | +4.1% |
| 1Y | +13.5% | +34.5% | -21.0% | +7.1% |
| 3Y | +77.7% | +38.3% | +39.4% | +63.1% |
| 5Y | +72.6% | -70.9% | +143.5% | +72.2% |
| All | +89.0% | -51.7% | +140.8% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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