-93.5%
ALIT vs SPY
+148.7%
-242.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | -0.1% |
| 7D | +44.0% | -2.7% | +46.7% | +48.8% |
| 30D | +29.5% | -5.4% | +34.9% | +38.0% |
| 3M | -17.5% | -4.1% | -13.4% | -13.2% |
| 6M | -31.3% | +0.7% | -32.0% | -32.2% |
| YTD | -67.0% | +8.7% | -75.7% | -70.2% |
| 1Y | -72.6% | +10.9% | -83.5% | -75.9% |
| 3Y | -90.6% | +75.0% | -165.6% | -95.1% |
| 5Y | -94.0% | +67.8% | -161.7% | -96.8% |
| All | -93.5% | +148.7% | -242.2% | -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 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