-42.5%
TDAY vs SPY
+322.5%
-365.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | -0.1% |
| 7D | +0.5% | -0.8% | +1.2% | +1.5% |
| 30D | -7.3% | -1.1% | -6.2% | -5.8% |
| 3M | -17.1% | +3.9% | -20.9% | -21.7% |
| 6M | -2.2% | +13.6% | -15.8% | -19.2% |
| YTD | +23.5% | +12.7% | +10.8% | +3.0% |
| 1Y | +47.6% | +17.5% | +30.1% | +15.5% |
| 3Y | +128.8% | +76.9% | +51.9% | +1.7% |
| 5Y | +2.9% | +83.6% | -80.7% | -55.8% |
| All | -42.5% | +322.5% | -365.0% | -90.4% |
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