+19.1%
XLVI vs SPY
+21.5%
-2.5%
-8.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.3% |
| 7D | -3.3% | -0.8% | -2.6% | -3.1% |
| 30D | -3.9% | -1.1% | -2.8% | -3.6% |
| 3M | +3.4% | +3.9% | -0.5% | +2.3% |
| 6M | +5.5% | +13.6% | -8.1% | +0.4% |
| YTD | +5.6% | +12.7% | -7.1% | +0.6% |
| 1Y | +15.7% | +17.5% | -1.8% | +8.8% |
| All | +19.1% | +21.5% | -2.5% | +10.7% |
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