-38.4%
U vs SPY
+144.4%
-182.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | +0.3% |
| 7D | 0.0% | -2.0% | +2.0% | +4.6% |
| 30D | -4.1% | -1.7% | -2.5% | -0.5% |
| 3M | +57.8% | +4.7% | +53.1% | +41.8% |
| 6M | +103.5% | +12.5% | +91.0% | +55.0% |
| YTD | -4.8% | +11.7% | -16.5% | -25.4% |
| 1Y | -2.4% | +17.5% | -19.9% | -31.0% |
| 3Y | +11.7% | +76.6% | -64.9% | -69.1% |
| 5Y | -68.9% | +82.0% | -150.9% | -90.7% |
| All | -38.4% | +144.4% | -182.8% | -88.0% |
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