-75.5%
AI vs SPY
+72.1%
-147.6%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.3% |
| 7D | +1.1% | +2.6% | -1.5% | -4.2% |
| 30D | +1.3% | -2.0% | +3.3% | +5.5% |
| 3M | +16.1% | -2.8% | +18.9% | +23.1% |
| 6M | +36.6% | +2.1% | +34.5% | +30.5% |
| YTD | -12.3% | +11.5% | -23.8% | -29.7% |
| 1Y | -16.2% | +13.5% | -29.6% | -35.1% |
| 3Y | -57.2% | +77.7% | -134.9% | -87.0% |
| All | -75.5% | +72.1% | -147.6% | -91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling