-66.7%
AI vs SPY
+77.4%
-144.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.7% | -3.3% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | +5.5% | +0.1% | +5.5% | +5.6% |
| 3M | -1.1% | +2.0% | -3.1% | -5.0% |
| 6M | +12.6% | +13.0% | -0.4% | -11.7% |
| YTD | -22.4% | +13.5% | -35.9% | -39.1% |
| 1Y | -32.3% | +20.0% | -52.3% | -51.7% |
| All | -66.7% | +77.4% | -144.1% | -89.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling