-82.8%
ACTU vs SPY
+46.9%
-129.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.4% | +8.4% | +8.4% |
| 7D | -10.6% | +0.1% | -10.7% | -10.7% |
| 30D | +31.0% | +0.1% | +30.9% | +30.6% |
| 3M | -23.7% | +2.0% | -25.7% | -25.6% |
| 6M | -51.5% | +13.0% | -64.5% | -57.2% |
| YTD | -75.8% | +13.5% | -89.4% | -78.7% |
| 1Y | -83.0% | +20.0% | -103.0% | -85.5% |
| All | -82.8% | +46.9% | -129.8% | -86.6% |
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