+74.1%
ANGL vs SPY
+321.4%
-247.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -0.1% | -0.4% | +0.2% | 0.0% |
| 30D | -0.2% | -1.4% | +1.1% | +0.2% |
| 3M | +0.8% | +3.7% | -2.9% | -0.6% |
| 6M | +1.9% | +13.0% | -11.1% | -2.6% |
| YTD | +2.2% | +12.4% | -10.2% | -2.1% |
| 1Y | +4.1% | +18.5% | -14.4% | -2.3% |
| 3Y | +26.0% | +77.6% | -51.6% | +1.0% |
| 5Y | +14.4% | +81.7% | -67.3% | -10.0% |
| All | +74.1% | +321.4% | -247.3% | -0.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling