-87.3%
ALEC vs SPY
+204.1%
-291.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.3% | +9.3% | +9.1% |
| 7D | +3.6% | -2.7% | +6.3% | +8.4% |
| 30D | +19.3% | -5.4% | +24.7% | +30.2% |
| 3M | +25.1% | -4.1% | +29.2% | +33.5% |
| 6M | -10.9% | +0.7% | -11.6% | -11.6% |
| YTD | +46.8% | +8.7% | +38.1% | +30.9% |
| 1Y | +76.2% | +10.9% | +65.3% | +52.9% |
| 3Y | -58.1% | +75.0% | -133.1% | -80.4% |
| 5Y | -90.9% | +67.8% | -158.7% | -95.3% |
| All | -87.3% | +204.1% | -291.5% | -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