-84.3%
ACTU vs SPY
+21.3%
-105.6%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.0% | +4.3% | +3.5% |
| 7D | -18.9% | +0.3% | -19.2% | -19.3% |
| 30D | +22.3% | +0.2% | +22.1% | +21.3% |
| 3M | -24.7% | +2.8% | -27.5% | -29.2% |
| 6M | -55.2% | +14.3% | -69.5% | -67.4% |
| YTD | -77.6% | +14.0% | -91.6% | -83.4% |
| All | -84.3% | +21.3% | -105.6% | -90.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling