-88.7%
AI vs SPY
+124.6%
-213.3%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.7% |
| YTD | -22.4% | +13.5% | -35.9% | -39.8% |
| 1Y | -32.3% | +20.0% | -52.3% | -52.6% |
| 3Y | -66.5% | +77.2% | -143.7% | -89.3% |
| 5Y | -79.3% | +81.9% | -161.2% | -93.1% |
| All | -88.7% | +124.6% | -213.3% | -97.6% |
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