-15.8%
ALOY vs SPY
+82.0%
-97.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | -2.9% | +0.1% | -3.0% | -3.0% |
| 30D | +4.1% | +0.1% | +4.1% | +4.4% |
| 3M | -26.5% | +2.0% | -28.5% | -27.3% |
| 6M | -61.0% | +13.0% | -74.0% | -64.7% |
| YTD | +24.8% | +13.5% | +11.2% | +12.6% |
| 1Y | +61.0% | +20.0% | +41.0% | +40.2% |
| 3Y | +274.1% | +77.2% | +196.9% | +147.3% |
| All | -15.8% | +82.0% | -97.9% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling