-99.5%
ALZN vs SPY
+76.5%
-176.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.5% |
| 7D | -1.2% | -0.4% | -0.8% | -0.8% |
| 30D | +15.1% | -1.4% | +16.4% | +16.6% |
| 3M | +46.1% | +3.7% | +42.4% | +40.3% |
| 6M | -20.0% | +13.0% | -33.0% | -29.0% |
| YTD | -7.7% | +12.4% | -20.1% | -17.5% |
| 1Y | -29.1% | +18.5% | -47.6% | -39.2% |
| All | -99.5% | +76.5% | -176.0% | -99.6% |
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