+229.0%
SPY vs SPOT
+269.3%
-40.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.7% | -0.8% |
| 7D | +2.6% | +1.6% | +1.0% | +2.3% |
| 30D | -2.0% | +16.9% | -18.9% | -4.8% |
| 3M | -2.8% | +23.0% | -25.7% | -6.7% |
| 6M | +2.1% | +42.2% | -40.0% | -5.0% |
| YTD | +11.5% | +5.5% | +6.0% | +8.5% |
| 1Y | +13.5% | -5.1% | +18.5% | +12.5% |
| 3Y | +77.7% | +257.9% | -180.2% | +32.6% |
| 5Y | +72.6% | +118.4% | -45.8% | +33.1% |
| All | +229.0% | +269.3% | -40.3% | +101.1% |
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