+208.9%
W vs SPY
+308.5%
-99.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -1.8% |
| 7D | -1.7% | +3.3% | -5.0% | -8.2% |
| 30D | +3.2% | -2.7% | +5.9% | +10.0% |
| 3M | +8.3% | -1.7% | +10.0% | +13.1% |
| 6M | +84.3% | +3.1% | +81.2% | +77.0% |
| YTD | +11.0% | +11.9% | -0.9% | -9.2% |
| 1Y | -0.2% | +12.0% | -12.2% | -18.5% |
| 3Y | +157.9% | +78.2% | +79.8% | -10.8% |
| 5Y | -56.8% | +73.2% | -130.0% | -81.5% |
| All | +208.9% | +308.5% | -99.6% | -61.8% |
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