-28.5%
TRAK vs SPY
+322.5%
-350.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.7% |
| 7D | +1.0% | -0.8% | +1.8% | +1.7% |
| 30D | -4.6% | -1.1% | -3.6% | -3.7% |
| 3M | -17.4% | +3.9% | -21.3% | -20.2% |
| 6M | -1.8% | +13.6% | -15.4% | -12.3% |
| YTD | -35.0% | +12.7% | -47.7% | -41.5% |
| 1Y | -53.1% | +17.5% | -70.6% | -59.3% |
| 3Y | -4.3% | +76.9% | -81.2% | -40.7% |
| 5Y | +54.7% | +83.6% | -28.9% | -8.2% |
| All | -28.5% | +322.5% | -350.9% | -86.4% |
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