-100.0%
TOPS vs SPY
+315.0%
-415.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +884.4% | -0.2% | +884.6% | +884.6% |
| 7D | +884.4% | +0.1% | +884.3% | +881.6% |
| 30D | +530.0% | -3.3% | +533.3% | +551.6% |
| 3M | +314.5% | -2.4% | +316.9% | +325.8% |
| 6M | +44.5% | +2.6% | +41.9% | +40.5% |
| YTD | -30.2% | +11.2% | -41.4% | -37.6% |
| 1Y | -46.2% | +13.4% | -59.5% | -52.9% |
| 3Y | -47.2% | +79.9% | -127.1% | -72.5% |
| 5Y | -99.0% | +72.2% | -171.2% | -99.4% |
| 10Y | -100.0% | +307.3% | -407.3% | -100.0% |
| All | -100.0% | +315.0% | -415.0% | -100.0% |
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