-62.6%
TASK vs SPY
+92.9%
-155.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.3% |
| 7D | -6.1% | -0.4% | -5.7% | -5.5% |
| 30D | +6.6% | -1.4% | +8.0% | +9.4% |
| 3M | +32.3% | +3.7% | +28.6% | +24.4% |
| 6M | +9.6% | +13.0% | -3.4% | -10.5% |
| YTD | -1.5% | +12.4% | -13.9% | -18.8% |
| 1Y | -33.9% | +18.5% | -52.4% | -50.5% |
| 3Y | +20.9% | +77.6% | -56.8% | -61.1% |
| 5Y | -82.4% | +81.7% | -164.0% | -93.6% |
| All | -62.6% | +92.9% | -155.6% | -88.1% |
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