-96.6%
ACTU vs SPY
+43.4%
-140.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.0% |
| 7D | -15.1% | -0.6% | -14.6% | -14.3% |
| 30D | -51.3% | -3.7% | -47.6% | -49.3% |
| 3M | -70.9% | -2.7% | -68.1% | -70.0% |
| 6M | -91.0% | +2.2% | -93.2% | -91.2% |
| YTD | -95.1% | +10.8% | -106.0% | -95.6% |
| 1Y | -95.0% | +11.2% | -106.2% | -95.4% |
| All | -96.6% | +43.4% | -140.0% | -97.2% |
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