+7,621.4%
USD vs SPY
+322.5%
+7,299.0%
-77.9%
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% | -1.3% |
| 7D | -3.1% | -0.8% | -2.3% | -0.7% |
| 30D | -8.3% | -1.1% | -7.2% | -4.9% |
| 3M | -10.2% | +3.9% | -14.1% | -17.5% |
| 6M | +55.6% | +13.6% | +42.0% | +13.3% |
| YTD | +64.3% | +12.7% | +51.7% | +24.8% |
| 1Y | +84.8% | +17.5% | +67.2% | +27.2% |
| 3Y | +732.6% | +76.9% | +655.7% | +129.8% |
| 5Y | +825.0% | +83.6% | +741.4% | +210.7% |
| All | +7,621.4% | +322.5% | +7,299.0% | +350.9% |
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