+62.5%
T vs SPY
+307.0%
-244.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +2.5% | +2.6% | -0.1% | +1.2% |
| 30D | -3.8% | -2.0% | -1.8% | -2.9% |
| 3M | -8.7% | -2.8% | -6.0% | -7.6% |
| 6M | -8.1% | +2.1% | -10.3% | -9.7% |
| YTD | -6.4% | +11.5% | -17.9% | -12.7% |
| 1Y | -9.8% | +13.5% | -23.2% | -16.7% |
| 3Y | +65.5% | +77.7% | -12.2% | +12.7% |
| 5Y | +57.0% | +72.6% | -15.7% | +7.4% |
| All | +62.5% | +307.0% | -244.5% | -42.5% |
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