-99.9%
ALAR vs SPY
+203.4%
-303.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.9% |
| 7D | +32.2% | -0.4% | +32.6% | +32.6% |
| 30D | -16.1% | -1.4% | -14.8% | -15.3% |
| 3M | -83.0% | +3.7% | -86.7% | -83.5% |
| 6M | -78.9% | +13.0% | -91.9% | -80.7% |
| YTD | -81.8% | +12.4% | -94.2% | -83.2% |
| 1Y | -90.0% | +18.5% | -108.6% | -91.1% |
| 3Y | -59.7% | +77.6% | -137.3% | -70.1% |
| 5Y | -86.9% | +81.7% | -168.6% | -90.4% |
| All | -99.9% | +203.4% | -303.3% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling