+14.1%
ST vs SPY
+312.9%
-298.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.7% | +1.6% |
| 7D | -2.4% | -2.7% | +0.3% | +1.1% |
| 30D | -7.2% | -5.4% | -1.8% | -0.2% |
| 3M | -14.9% | -4.1% | -10.8% | -10.1% |
| 6M | -13.6% | +0.7% | -14.3% | -13.8% |
| YTD | +19.1% | +8.7% | +10.4% | +8.6% |
| 1Y | +29.6% | +10.9% | +18.8% | +15.4% |
| 3Y | +28.7% | +75.0% | -46.3% | -32.3% |
| 5Y | -30.3% | +67.8% | -98.1% | -61.2% |
| All | +14.1% | +312.9% | -298.8% | -76.8% |
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