-79.7%
AI vs SPY
+82.0%
-161.7%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.7% | -3.2% |
| 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% | -5.3% |
| 6M | +12.6% | +13.0% | -0.4% | -13.0% |
| YTD | -22.4% | +13.5% | -35.9% | -40.0% |
| 1Y | -32.3% | +20.0% | -52.3% | -52.9% |
| 3Y | -66.5% | +77.2% | -143.7% | -89.6% |
| All | -79.7% | +82.0% | -161.7% | -93.3% |
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