-97.4%
ALT vs SPY
+268.7%
-366.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.4% | +6.3% | +6.2% |
| 7D | +10.0% | +0.1% | +9.9% | +9.9% |
| 30D | +12.9% | +0.1% | +12.8% | +12.9% |
| 3M | +17.1% | +2.0% | +15.1% | +15.6% |
| 6M | -19.9% | +13.0% | -32.9% | -26.4% |
| YTD | -5.3% | +13.5% | -18.8% | -13.2% |
| 1Y | -3.9% | +20.0% | -23.9% | -15.4% |
| 3Y | +29.1% | +77.2% | -48.1% | -9.0% |
| 5Y | -79.2% | +81.9% | -161.1% | -85.7% |
| All | -97.4% | +268.7% | -366.1% | -99.1% |
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