-4.1%
TAGS vs SPY
+307.0%
-311.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.5% | +1.2% |
| 7D | +0.9% | +2.6% | -1.7% | +0.7% |
| 30D | -7.9% | -2.0% | -5.9% | -7.8% |
| 3M | -2.1% | -2.8% | +0.7% | -1.9% |
| 6M | -3.0% | +2.1% | -5.2% | -3.2% |
| YTD | +10.2% | +11.5% | -1.3% | +9.2% |
| 1Y | +6.8% | +13.5% | -6.7% | +5.7% |
| 3Y | -19.7% | +77.7% | -97.4% | -23.7% |
| 5Y | -8.4% | +72.6% | -81.0% | -12.7% |
| All | -4.1% | +307.0% | -311.1% | -16.3% |
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