+150.5%
SPY vs U
-43.0%
+193.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.2% | -0.8% |
| 7D | +0.5% | +4.5% | -3.9% | +0.1% |
| 30D | -0.9% | -0.6% | -0.4% | -0.9% |
| 3M | +3.9% | +48.4% | -44.6% | -1.0% |
| 6M | +14.5% | +115.4% | -100.8% | +4.3% |
| YTD | +12.9% | -3.2% | +16.1% | +11.0% |
| 1Y | +19.4% | -6.0% | +25.4% | +16.9% |
| 3Y | +78.5% | +13.5% | +65.0% | +63.4% |
| 5Y | +81.8% | -68.0% | +149.8% | +73.7% |
| All | +150.5% | -43.0% | +193.5% | +125.6% |
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