-98.9%
ALGS vs SPY
+128.5%
-227.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +0.3% | -10.1% | -10.2% |
| 7D | -15.2% | -2.7% | -12.5% | -11.4% |
| 30D | -23.5% | -5.4% | -18.1% | -16.6% |
| 3M | -26.1% | -4.1% | -22.0% | -20.9% |
| 6M | -36.1% | +0.7% | -36.8% | -35.9% |
| YTD | -56.3% | +8.7% | -65.0% | -60.8% |
| 1Y | -42.7% | +10.9% | -53.6% | -50.1% |
| 3Y | -78.6% | +75.0% | -153.6% | -88.3% |
| 5Y | -99.0% | +67.8% | -166.8% | -99.4% |
| All | -98.9% | +128.5% | -227.4% | -99.5% |
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 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