-28.2%
ANNA vs SPY
+21.3%
-49.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | -0.1% | +4.7% |
| 7D | +11.5% | +0.3% | +11.2% | +12.7% |
| 30D | +25.9% | +0.2% | +25.7% | +26.8% |
| 3M | -7.2% | +2.8% | -9.9% | +1.5% |
| 6M | -12.4% | +14.3% | -26.6% | +97.7% |
| YTD | +8.1% | +14.0% | -5.8% | +141.6% |
| All | -28.2% | +21.3% | -49.5% | +54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling