-12.0%
A vs SPY
+82.0%
-94.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.0% |
| 7D | -1.9% | +0.1% | -2.0% | -2.1% |
| 30D | +6.9% | +0.1% | +6.9% | +6.9% |
| 3M | +9.2% | +2.0% | +7.2% | +6.8% |
| 6M | +25.7% | +13.0% | +12.7% | +10.7% |
| YTD | +11.5% | +13.5% | -2.0% | -2.2% |
| 1Y | +18.4% | +20.0% | -1.6% | -2.0% |
| 3Y | +26.6% | +77.2% | -50.6% | -30.2% |
| All | -12.0% | +82.0% | -94.1% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling