+20.1%
YEAR vs SPY
+102.7%
-82.6%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | -0.1% | -2.0% | +1.9% | -0.1% |
| 30D | 0.0% | -1.7% | +1.7% | 0.0% |
| 3M | +0.7% | +4.7% | -4.1% | +0.6% |
| 6M | +1.2% | +12.5% | -11.3% | +1.2% |
| YTD | +1.8% | +11.7% | -9.9% | +1.8% |
| 1Y | +3.0% | +17.5% | -14.5% | +2.9% |
| 3Y | +15.0% | +76.6% | -61.6% | +14.5% |
| All | +20.1% | +102.7% | -82.6% | +19.3% |
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