-96.2%
ACTU vs SPY
+40.6%
-136.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.2% | +0.2% |
| 7D | -1.9% | -2.7% | +0.9% | +1.4% |
| 30D | -54.6% | -5.4% | -49.2% | -51.8% |
| 3M | -73.3% | -4.1% | -69.2% | -72.1% |
| 6M | -89.0% | +0.7% | -89.7% | -89.1% |
| YTD | -94.6% | +8.7% | -103.3% | -95.0% |
| 1Y | -94.7% | +10.9% | -105.6% | -95.2% |
| All | -96.2% | +40.6% | -136.8% | -96.9% |
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