+454.5%
V vs SPY
+304.1%
+150.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.6% |
| 7D | +0.6% | -0.6% | +1.2% | +1.1% |
| 30D | +9.7% | -3.7% | +13.4% | +13.6% |
| 3M | +17.3% | -2.7% | +20.0% | +20.2% |
| 6M | +33.2% | +2.2% | +31.0% | +29.2% |
| YTD | +21.3% | +10.8% | +10.5% | +8.1% |
| 1Y | +27.3% | +11.2% | +16.1% | +13.0% |
| 3Y | +76.1% | +76.5% | -0.4% | -5.8% |
| 5Y | +103.5% | +72.9% | +30.5% | +11.0% |
| 10Y | +454.5% | +304.8% | +149.6% | +7.0% |
| All | +454.5% | +304.1% | +150.3% | +7.0% |
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