+106.8%
SR vs SPY
+311.8%
-204.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -2.1% |
| 7D | -2.3% | -0.9% | -1.3% | -1.8% |
| 30D | +10.9% | -2.4% | +13.3% | +12.3% |
| 3M | +8.2% | -1.2% | +9.3% | +8.6% |
| 6M | +5.1% | +3.3% | +1.8% | +2.5% |
| YTD | +9.9% | +12.3% | -2.3% | +1.7% |
| 1Y | +1.2% | +12.4% | -11.3% | -6.6% |
| 3Y | +76.7% | +78.8% | -2.1% | +18.6% |
| 5Y | +73.8% | +75.2% | -1.4% | +16.3% |
| 10Y | +106.8% | +311.1% | -204.3% | -33.5% |
| All | +106.8% | +311.8% | -204.9% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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