-22.7%
U vs SPY
+143.9%
-166.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.6% | +6.0% |
| 7D | +2.6% | +2.6% | 0.0% | -3.4% |
| 30D | +27.6% | -2.0% | +29.5% | +30.8% |
| 3M | +15.3% | -2.8% | +18.1% | +20.8% |
| 6M | +96.4% | +2.1% | +94.3% | +84.1% |
| YTD | +19.6% | +11.5% | +8.1% | -7.6% |
| 1Y | +42.1% | +13.5% | +28.7% | +5.8% |
| 3Y | +87.5% | +77.7% | +9.8% | -49.9% |
| 5Y | -73.1% | +72.6% | -145.8% | -91.5% |
| All | -22.7% | +143.9% | -166.6% | -85.1% |
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