+3,646.0%
ALL vs SPY
+2,838.0%
+808.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -4.7% |
| 7D | -1.9% | -2.7% | +0.8% | +0.4% |
| 30D | +13.8% | -5.4% | +19.2% | +19.3% |
| 3M | -7.0% | -4.1% | -2.9% | -3.8% |
| 6M | +18.0% | +0.7% | +17.3% | +15.7% |
| YTD | +24.2% | +8.7% | +15.5% | +12.8% |
| 1Y | +31.2% | +10.9% | +20.3% | +16.7% |
| 3Y | +107.5% | +75.0% | +32.5% | +17.2% |
| 5Y | +144.8% | +67.8% | +77.0% | +40.4% |
| 10Y | +375.8% | +312.9% | +62.9% | +11.9% |
| All | +3,646.0% | +2,838.0% | +808.0% | +67.5% |
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 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