+86.0%
SR vs SPY
+312.5%
-226.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.9% |
| 7D | -1.4% | -0.4% | -1.0% | -1.2% |
| 30D | +0.7% | -1.4% | +2.1% | +1.5% |
| 3M | +2.8% | +3.7% | -0.9% | +0.3% |
| 6M | -9.4% | +13.0% | -22.4% | -16.3% |
| YTD | +0.6% | +12.4% | -11.8% | -6.8% |
| 1Y | +12.1% | +18.5% | -6.5% | +0.3% |
| 3Y | +56.2% | +77.6% | -21.4% | +5.3% |
| 5Y | +53.3% | +81.7% | -28.3% | -0.3% |
| 10Y | +86.0% | +319.7% | -233.6% | -38.3% |
| All | +86.0% | +312.5% | -226.5% | -38.3% |
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