-50.6%
ANIX vs SPY
+307.0%
-357.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -1.9% |
| 7D | -17.6% | +2.6% | -20.2% | -19.8% |
| 30D | -1.5% | -2.0% | +0.5% | +0.6% |
| 3M | -18.1% | -2.8% | -15.3% | -15.6% |
| 6M | -9.7% | +2.1% | -11.8% | -11.5% |
| YTD | -16.0% | +11.5% | -27.5% | -24.2% |
| 1Y | -40.3% | +13.5% | -53.8% | -46.8% |
| 3Y | -11.8% | +77.7% | -89.5% | -48.2% |
| 5Y | -44.0% | +72.6% | -116.6% | -66.3% |
| All | -50.6% | +307.0% | -357.6% | -85.9% |
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