-56.3%
AIOT vs SPY
+82.3%
-138.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +0.6% |
| 7D | -0.7% | -0.8% | +0.1% | +0.4% |
| 30D | -4.5% | -1.1% | -3.4% | -3.1% |
| 3M | -28.7% | +3.9% | -32.6% | -32.2% |
| 6M | -8.0% | +13.6% | -21.6% | -21.5% |
| YTD | -43.6% | +12.7% | -56.3% | -51.0% |
| 1Y | -42.7% | +17.5% | -60.3% | -52.3% |
| 3Y | +33.9% | +76.9% | -43.0% | -18.9% |
| All | -56.3% | +82.3% | -138.5% | -71.5% |
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