+311.5%
SPY vs T
+65.0%
+246.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +0.5% | -1.5% | +2.1% | +1.0% |
| 30D | -0.9% | +7.6% | -8.6% | -3.1% |
| 3M | +3.9% | +15.3% | -11.4% | -0.9% |
| 6M | +14.5% | -8.5% | +23.0% | +17.0% |
| YTD | +12.9% | +6.8% | +6.2% | +9.4% |
| 1Y | +19.4% | -7.2% | +26.6% | +20.9% |
| 3Y | +78.5% | +108.2% | -29.8% | +30.8% |
| 5Y | +81.8% | +66.1% | +15.7% | +42.8% |
| 10Y | +311.5% | +65.3% | +246.2% | +223.9% |
| All | +311.5% | +65.0% | +246.5% | +223.9% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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