-98.9%
ALGS vs SPY
+133.9%
-232.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.4% | -5.3% | -6.3% |
| 7D | -14.1% | +0.1% | -14.2% | -14.0% |
| 30D | -26.0% | -3.3% | -22.7% | -21.9% |
| 3M | -29.3% | -2.4% | -26.9% | -26.3% |
| 6M | -38.7% | +2.6% | -41.2% | -40.3% |
| YTD | -57.6% | +11.2% | -68.9% | -63.3% |
| 1Y | -44.1% | +13.4% | -57.5% | -53.0% |
| 3Y | -79.5% | +79.9% | -159.4% | -89.2% |
| 5Y | -99.1% | +72.2% | -171.3% | -99.5% |
| All | -98.9% | +133.9% | -232.8% | -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