+312.1%
SVM vs SPY
+269.8%
+42.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.1% |
| 7D | +4.5% | +0.5% | +3.9% | +4.0% |
| 30D | +8.6% | -0.9% | +9.5% | +9.6% |
| 3M | +16.6% | +3.9% | +12.7% | +13.4% |
| 6M | +5.2% | +14.5% | -9.3% | -4.7% |
| YTD | +49.2% | +12.9% | +36.3% | +37.1% |
| 1Y | +150.4% | +19.4% | +131.0% | +121.0% |
| 3Y | +426.8% | +78.5% | +348.4% | +238.5% |
| 5Y | +198.8% | +81.8% | +117.0% | +87.9% |
| All | +312.1% | +269.8% | +42.3% | +88.7% |
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