-87.0%
AI vs SPY
+120.0%
-207.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | -2.2% |
| 7D | +3.9% | +0.1% | +3.8% | +3.5% |
| 30D | +4.1% | -3.3% | +7.4% | +11.5% |
| 3M | +17.4% | -2.4% | +19.8% | +23.3% |
| 6M | +21.6% | +2.6% | +19.0% | +15.1% |
| YTD | -11.0% | +11.2% | -22.2% | -28.1% |
| 1Y | -22.7% | +13.4% | -36.1% | -39.8% |
| 3Y | -54.0% | +79.9% | -133.9% | -86.0% |
| 5Y | -76.4% | +72.2% | -148.6% | -91.3% |
| All | -87.0% | +120.0% | -207.1% | -97.2% |
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