+147.4%
SPY vs U
-29.6%
+177.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.2% | -5.6% | -0.9% |
| 7D | +2.6% | +2.6% | 0.0% | +2.3% |
| 30D | -2.0% | +27.6% | -29.5% | -4.8% |
| 3M | -2.8% | +15.3% | -18.1% | -4.7% |
| 6M | +2.1% | +96.4% | -94.3% | -6.1% |
| YTD | +11.5% | +19.6% | -8.1% | +6.6% |
| 1Y | +13.5% | +42.1% | -28.7% | +6.2% |
| 3Y | +77.7% | +87.5% | -9.8% | +53.4% |
| 5Y | +72.6% | -73.1% | +145.8% | +64.7% |
| All | +147.4% | -29.6% | +177.0% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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