+568.3%
A vs SPY
+727.9%
-159.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.4% |
| 7D | -0.1% | -2.7% | +2.6% | +3.2% |
| 30D | +3.4% | -5.4% | +8.7% | +10.4% |
| 3M | +23.8% | -4.1% | +27.9% | +30.2% |
| 6M | +49.0% | +0.7% | +48.3% | +47.1% |
| YTD | +29.4% | +8.7% | +20.7% | +16.5% |
| 1Y | +19.4% | +10.9% | +8.5% | +4.9% |
| 3Y | +66.2% | +75.0% | -8.8% | -16.9% |
| 5Y | +15.8% | +67.8% | -52.0% | -39.3% |
| 10Y | +326.1% | +312.9% | +13.2% | -30.8% |
| All | +568.3% | +727.9% | -159.6% | -43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling