-90.9%
AKA vs SPY
+86.9%
-177.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -1.5% |
| 7D | -0.8% | -0.8% | -0.1% | +0.1% |
| 30D | -1.1% | -1.1% | 0.0% | +0.2% |
| 3M | +21.3% | +3.9% | +17.5% | +15.0% |
| 6M | +9.8% | +13.6% | -3.8% | -7.5% |
| YTD | +1.6% | +12.7% | -11.1% | -13.5% |
| 1Y | +3.8% | +17.5% | -13.7% | -16.4% |
| 3Y | +68.7% | +76.9% | -8.2% | -21.7% |
| All | -90.9% | +86.9% | -177.9% | -95.7% |
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