-93.2%
ALIT vs SPY
+158.4%
-251.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.5% | -9.3% | -9.2% |
| 7D | -2.7% | +0.5% | -3.2% | -3.2% |
| 30D | -11.0% | -0.9% | -10.1% | -9.8% |
| 3M | -8.5% | +3.9% | -12.4% | -13.1% |
| 6M | -27.8% | +14.5% | -42.4% | -39.0% |
| YTD | -65.5% | +12.9% | -78.4% | -70.2% |
| 1Y | -81.8% | +19.4% | -101.1% | -85.3% |
| 3Y | -90.2% | +78.5% | -168.7% | -95.0% |
| 5Y | -94.2% | +81.8% | -176.0% | -97.1% |
| All | -93.2% | +158.4% | -251.6% | -96.8% |
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