-87.4%
AI vs SPY
+115.0%
-202.3%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.1% |
| 7D | -1.4% | -2.7% | +1.4% | +4.3% |
| 30D | +4.1% | -5.4% | +9.5% | +16.6% |
| 3M | +18.6% | -4.1% | +22.7% | +29.2% |
| 6M | +21.8% | +0.7% | +21.1% | +19.8% |
| YTD | -13.3% | +8.7% | -21.9% | -26.5% |
| 1Y | -23.0% | +10.9% | -33.9% | -37.2% |
| 3Y | -56.7% | +75.0% | -131.7% | -86.0% |
| 5Y | -75.8% | +67.8% | -143.6% | -90.6% |
| All | -87.4% | +115.0% | -202.3% | -97.1% |
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