+3,716.0%
ALL vs SPY
+2,969.9%
+746.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.0% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | -1.5% | +0.1% | -1.5% | -1.6% |
| 3M | +23.6% | +2.0% | +21.6% | +20.4% |
| 6M | +22.3% | +13.0% | +9.3% | +8.0% |
| YTD | +26.5% | +13.5% | +13.0% | +10.9% |
| 1Y | +27.0% | +20.0% | +7.0% | +5.4% |
| 3Y | +149.6% | +77.2% | +72.4% | +40.0% |
| 5Y | +118.1% | +81.9% | +36.2% | +16.3% |
| 10Y | +369.0% | +314.1% | +54.9% | +10.7% |
| All | +3,716.0% | +2,969.9% | +746.1% | +64.7% |
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