-100.0%
TRAW vs SPY
+318.9%
-418.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.4% |
| 7D | -1.9% | -2.0% | +0.1% | -0.3% |
| 30D | -1.9% | -1.7% | -0.2% | -0.5% |
| 3M | -57.6% | +4.7% | -62.3% | -59.3% |
| 6M | -69.4% | +12.5% | -81.9% | -72.1% |
| YTD | -53.1% | +11.7% | -64.8% | -57.1% |
| 1Y | -71.2% | +17.5% | -88.7% | -74.4% |
| 3Y | -97.3% | +76.6% | -173.8% | -98.2% |
| 5Y | -99.6% | +82.0% | -181.6% | -99.7% |
| All | -100.0% | +318.9% | -418.9% | -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