+239.8%
SYM vs SPY
+111.1%
+128.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.2% |
| 7D | -5.4% | +2.6% | -8.0% | -8.9% |
| 30D | -8.1% | -2.0% | -6.1% | -5.3% |
| 3M | -16.7% | -2.8% | -13.9% | -12.8% |
| 6M | -30.0% | +2.1% | -32.1% | -31.0% |
| YTD | -41.5% | +11.5% | -53.0% | -48.5% |
| 1Y | -41.5% | +13.5% | -54.9% | -49.4% |
| 3Y | +5.0% | +77.7% | -72.7% | -36.8% |
| 5Y | +249.0% | +72.6% | +176.4% | +100.3% |
| All | +239.8% | +111.1% | +128.7% | +89.2% |
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