-99.8%
UP vs SPY
+129.5%
-229.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +2.3% |
| 7D | +1.8% | +0.5% | +1.3% | +0.9% |
| 30D | -18.9% | -0.9% | -18.0% | -17.5% |
| 3M | -38.5% | +3.9% | -42.4% | -42.4% |
| 6M | -59.4% | +14.5% | -73.9% | -67.6% |
| YTD | -66.3% | +12.9% | -79.2% | -72.4% |
| 1Y | -90.4% | +19.4% | -109.8% | -92.8% |
| 3Y | -91.7% | +78.5% | -170.1% | -96.7% |
| 5Y | -99.7% | +81.8% | -181.5% | -99.9% |
| All | -99.8% | +129.5% | -229.3% | -99.9% |
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