-17.3%
ANIX vs SPY
+312.5%
-329.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.0% |
| 7D | -9.6% | -0.4% | -9.2% | -9.3% |
| 30D | -12.9% | -1.4% | -11.5% | -11.7% |
| 3M | +17.9% | +3.7% | +14.2% | +13.5% |
| 6M | -5.0% | +13.0% | -18.0% | -15.6% |
| YTD | -9.3% | +12.4% | -21.7% | -18.8% |
| 1Y | -5.0% | +18.5% | -23.6% | -18.5% |
| 3Y | -16.5% | +77.6% | -94.1% | -50.7% |
| 5Y | -43.8% | +81.7% | -125.5% | -67.7% |
| 10Y | -17.3% | +319.7% | -336.9% | -71.4% |
| All | -17.3% | +312.5% | -329.8% | -71.4% |
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