+593.7%
XYZ vs SPY
+313.2%
+280.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | 0.0% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | -1.7% | +0.1% | -1.8% | -1.6% |
| 3M | +16.7% | +2.0% | +14.8% | +12.5% |
| 6M | +26.9% | +13.0% | +13.8% | +0.7% |
| YTD | +27.1% | +13.5% | +13.6% | +0.6% |
| 1Y | +9.3% | +20.0% | -10.7% | -22.0% |
| 3Y | +42.3% | +77.2% | -34.9% | -50.7% |
| 5Y | -69.3% | +81.9% | -151.2% | -88.4% |
| All | +593.7% | +313.2% | +280.5% | -20.1% |
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