+1,057.8%
TER vs SPY
+308.5%
+749.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.2% |
| 7D | +24.0% | +3.3% | +20.7% | +18.0% |
| 30D | -30.6% | -2.7% | -28.0% | -26.3% |
| 3M | -34.5% | -1.7% | -32.7% | -31.3% |
| 6M | -26.4% | +3.1% | -29.4% | -27.0% |
| YTD | +36.4% | +11.9% | +24.5% | +20.9% |
| 1Y | +47.4% | +12.0% | +35.4% | +31.2% |
| 3Y | +202.6% | +78.2% | +124.4% | +40.8% |
| 5Y | +83.9% | +73.2% | +10.7% | -7.1% |
| All | +1,057.8% | +308.5% | +749.3% | +81.3% |
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