+233.2%
SPY vs SPOT
+218.6%
+14.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.1% |
| 7D | +0.5% | -2.9% | +3.4% | +1.0% |
| 30D | -0.9% | +8.3% | -9.2% | -2.5% |
| 3M | +3.9% | +5.1% | -1.2% | +2.6% |
| 6M | +14.5% | -6.5% | +21.0% | +14.8% |
| YTD | +12.9% | -9.0% | +21.9% | +13.1% |
| 1Y | +19.4% | -26.4% | +45.8% | +24.3% |
| 3Y | +78.5% | +240.0% | -161.6% | +34.2% |
| 5Y | +81.8% | +111.7% | -30.0% | +40.9% |
| All | +233.2% | +218.6% | +14.6% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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