-32.6%
ALT vs SPY
+78.1%
-110.7%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.7% |
| 7D | -20.9% | +2.6% | -23.5% | -24.0% |
| 30D | -28.8% | -2.0% | -26.8% | -26.2% |
| 3M | -42.9% | -2.8% | -40.1% | -40.0% |
| 6M | -45.5% | +2.1% | -47.7% | -47.0% |
| YTD | -54.4% | +11.5% | -65.9% | -61.1% |
| 1Y | -59.5% | +13.5% | -72.9% | -66.4% |
| 3Y | -32.6% | +77.7% | -110.3% | -23.9% |
| All | -32.6% | +78.1% | -110.7% | -23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling