+621.5%
XYZ vs SPY
+311.8%
+309.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.2% | -2.4% |
| 7D | -2.2% | -0.9% | -1.3% | -0.6% |
| 30D | +11.6% | -2.4% | +13.9% | +16.8% |
| 3M | +8.4% | -1.2% | +9.6% | +11.2% |
| 6M | +17.2% | +3.3% | +13.9% | +10.3% |
| YTD | +31.7% | +12.3% | +19.4% | +6.4% |
| 1Y | +30.1% | +12.4% | +17.6% | +4.8% |
| 3Y | +66.4% | +78.8% | -12.4% | -44.2% |
| 5Y | -62.2% | +75.2% | -137.3% | -84.8% |
| 10Y | +621.5% | +311.1% | +310.4% | -29.2% |
| All | +621.5% | +311.8% | +309.8% | -29.2% |
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