+32.8%
A vs SPY
+80.4%
-47.7%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.0% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | +6.9% | +0.1% | +6.9% | +6.9% |
| 3M | +9.2% | +2.0% | +7.2% | +7.1% |
| 6M | +25.7% | +13.0% | +12.7% | +11.6% |
| YTD | +11.5% | +13.5% | -2.0% | -1.4% |
| 1Y | +18.4% | +20.0% | -1.6% | -0.9% |
| All | +32.8% | +80.4% | -47.7% | -22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling