+89.7%
SPY vs S
-51.5%
+141.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.3% | +5.9% | +0.4% |
| 7D | +3.3% | +4.1% | -0.8% | +2.7% |
| 30D | -2.7% | -7.2% | +4.5% | -2.0% |
| 3M | -1.7% | 0.0% | -1.7% | -2.4% |
| 6M | +3.1% | +41.6% | -38.5% | -2.6% |
| YTD | +11.9% | +48.6% | -36.7% | +4.4% |
| 1Y | +12.0% | +30.0% | -18.1% | +6.2% |
| 3Y | +78.2% | +42.2% | +36.0% | +63.0% |
| 5Y | +73.2% | -70.8% | +144.0% | +72.7% |
| All | +89.7% | -51.5% | +141.3% | +87.2% |
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