-80.0%
ALOY vs SPY
+298.4%
-378.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.3% | +4.2% | +4.3% |
| 7D | -8.3% | -2.7% | -5.6% | -6.5% |
| 30D | -22.8% | -5.4% | -17.4% | -19.9% |
| 3M | -42.7% | -4.1% | -38.6% | -40.8% |
| 6M | -41.3% | +0.7% | -42.0% | -40.7% |
| YTD | -24.3% | +8.7% | -33.0% | -26.1% |
| 1Y | -9.9% | +10.9% | -20.8% | -12.6% |
| 3Y | +240.3% | +75.0% | +165.3% | +179.0% |
| 5Y | -79.6% | +67.8% | -147.4% | -83.3% |
| 10Y | -81.4% | +312.9% | -394.3% | -84.6% |
| All | -80.0% | +298.4% | -378.4% | -82.8% |
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