+599.5%
XYZ vs SPY
+312.9%
+286.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.1% |
| 7D | +12.1% | -2.7% | +14.9% | +18.4% |
| 30D | +12.4% | -5.4% | +17.8% | +25.0% |
| 3M | +8.2% | -4.1% | +12.3% | +17.5% |
| 6M | +20.7% | +0.7% | +20.0% | +19.4% |
| YTD | +31.3% | +8.7% | +22.7% | +13.1% |
| 1Y | +20.5% | +10.9% | +9.6% | -0.2% |
| 3Y | +72.6% | +75.0% | -2.4% | -39.6% |
| 5Y | -64.0% | +67.8% | -131.8% | -84.3% |
| All | +599.5% | +312.9% | +286.7% | -14.5% |
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