-54.8%
TASK vs SPY
+90.9%
-145.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | -3.0% |
| 7D | +7.1% | +0.1% | +7.1% | +6.0% |
| 30D | +12.5% | -3.3% | +15.9% | +17.6% |
| 3M | +25.5% | -2.4% | +27.9% | +29.6% |
| 6M | +42.1% | +2.6% | +39.6% | +34.6% |
| YTD | +19.2% | +11.2% | +8.0% | -1.1% |
| 1Y | +7.7% | +13.4% | -5.7% | -13.7% |
| 3Y | +9.0% | +79.9% | -70.9% | -66.4% |
| 5Y | -77.1% | +72.2% | -149.3% | -91.0% |
| All | -54.8% | +90.9% | -145.7% | -85.6% |
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