-96.7%
ACTU vs SPY
+44.3%
-141.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.4% | -3.4% |
| 7D | -13.4% | +2.6% | -16.0% | -15.7% |
| 30D | -34.3% | -2.0% | -32.4% | -32.8% |
| 3M | -70.8% | -2.8% | -68.0% | -69.9% |
| 6M | -90.4% | +2.1% | -92.5% | -90.6% |
| YTD | -95.3% | +11.5% | -106.8% | -95.8% |
| 1Y | -95.2% | +13.5% | -108.6% | -95.7% |
| All | -96.7% | +44.3% | -141.0% | -97.4% |
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 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