+376.8%
V vs SPY
+311.3%
+65.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.2% |
| 7D | -1.1% | +0.5% | -1.6% | -1.6% |
| 30D | +1.9% | -0.9% | +2.8% | +2.8% |
| 3M | +15.5% | +3.9% | +11.6% | +10.8% |
| 6M | +16.6% | +14.5% | +2.1% | +0.9% |
| YTD | +5.7% | +12.9% | -7.2% | -7.3% |
| 1Y | +8.6% | +19.4% | -10.8% | -10.3% |
| 3Y | +52.5% | +78.5% | -25.9% | -19.1% |
| 5Y | +67.1% | +81.8% | -14.6% | -13.4% |
| 10Y | +376.8% | +311.5% | +65.3% | -1.7% |
| All | +376.8% | +311.3% | +65.5% | -1.7% |
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