-100.0%
ALZN vs SPY
+93.3%
-193.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.8% | +1.8% |
| 7D | +2.6% | +0.5% | +2.1% | +2.0% |
| 30D | +22.6% | -0.9% | +23.6% | +23.7% |
| 3M | +44.8% | +3.9% | +40.9% | +38.8% |
| 6M | -15.2% | +14.5% | -29.7% | -25.5% |
| YTD | -7.7% | +12.9% | -20.6% | -17.7% |
| 1Y | -28.8% | +19.4% | -48.2% | -39.7% |
| 3Y | -99.5% | +78.5% | -177.9% | -99.7% |
| 5Y | -100.0% | +81.8% | -181.7% | -100.0% |
| All | -100.0% | +93.3% | -193.3% | -100.0% |
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