-94.8%
YRD vs SPY
+322.5%
-417.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +0.7% |
| 7D | -1.0% | -0.8% | -0.2% | -0.1% |
| 30D | -15.8% | -1.1% | -14.8% | -14.8% |
| 3M | -15.8% | +3.9% | -19.7% | -19.2% |
| 6M | -72.5% | +13.6% | -86.1% | -76.0% |
| YTD | -72.7% | +12.7% | -85.4% | -76.0% |
| 1Y | -83.2% | +17.5% | -100.7% | -85.8% |
| 3Y | -57.2% | +76.9% | -134.1% | -77.2% |
| 5Y | -69.4% | +83.6% | -153.0% | -84.1% |
| All | -94.8% | +322.5% | -417.3% | -99.0% |
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