+28.9%
ALL vs SPY
+13.0%
+15.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.9% |
| 7D | -2.6% | -0.9% | -1.6% | -2.8% |
| 30D | +12.7% | -2.4% | +15.1% | +11.6% |
| 3M | +0.4% | -1.2% | +1.5% | 0.0% |
| 6M | +23.8% | +3.3% | +20.5% | +25.7% |
| YTD | +27.8% | +12.3% | +15.5% | +29.9% |
| 1Y | +28.9% | +12.4% | +16.4% | +31.3% |
| All | +28.9% | +13.0% | +15.9% | +31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling