-98.4%
ALT vs SPY
+252.8%
-351.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.3% | +5.3% | +5.3% |
| 7D | +2.0% | -2.7% | +4.7% | +4.3% |
| 30D | -21.8% | -5.4% | -16.4% | -18.2% |
| 3M | -30.9% | -4.1% | -26.8% | -28.4% |
| 6M | -36.2% | +0.7% | -36.9% | -36.2% |
| YTD | -42.4% | +8.7% | -51.1% | -45.2% |
| 1Y | -47.2% | +10.9% | -58.1% | -50.6% |
| 3Y | -22.1% | +75.0% | -97.1% | -44.1% |
| 5Y | -80.8% | +67.8% | -148.6% | -86.2% |
| All | -98.4% | +252.8% | -351.3% | -99.5% |
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