+307.3%
SPY vs T
+56.1%
+251.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.1% |
| 7D | +0.1% | +1.7% | -1.6% | -0.4% |
| 30D | -3.3% | -1.7% | -1.6% | -3.1% |
| 3M | -2.4% | -7.3% | +4.9% | -0.9% |
| 6M | +2.6% | -11.2% | +13.8% | +5.0% |
| YTD | +11.2% | -8.1% | +19.3% | +11.8% |
| 1Y | +13.4% | -8.0% | +21.4% | +13.9% |
| 3Y | +79.9% | +62.1% | +17.8% | +43.0% |
| 5Y | +72.2% | +55.7% | +16.5% | +34.9% |
| 10Y | +307.3% | +54.1% | +253.2% | +226.5% |
| All | +307.3% | +56.1% | +251.2% | +226.5% |
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