-84.1%
SY vs SPY
+192.3%
-276.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.4% | -3.5% |
| 7D | -3.3% | +0.5% | -3.8% | -3.7% |
| 30D | +21.6% | -0.9% | +22.5% | +22.6% |
| 3M | +44.8% | +3.9% | +40.9% | +39.8% |
| 6M | -13.1% | +14.5% | -27.6% | -22.9% |
| YTD | +3.5% | +12.9% | -9.4% | -6.7% |
| 1Y | -36.0% | +19.4% | -55.4% | -44.8% |
| 3Y | +131.4% | +78.5% | +53.0% | +37.2% |
| 5Y | -42.7% | +81.8% | -124.5% | -66.0% |
| All | -84.1% | +192.3% | -276.4% | -93.1% |
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