-67.1%
ANNA vs SPY
+77.0%
-144.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +1.6% |
| 7D | +16.7% | -0.8% | +17.4% | +15.9% |
| 30D | +35.7% | -1.1% | +36.7% | +34.5% |
| 3M | +3.6% | +3.9% | -0.3% | +7.5% |
| 6M | +0.6% | +13.6% | -13.0% | +17.7% |
| YTD | +21.7% | +12.7% | +9.0% | +42.3% |
| 1Y | -20.3% | +17.5% | -37.8% | -6.5% |
| 3Y | -67.1% | +76.9% | -144.0% | -57.1% |
| All | -67.1% | +77.0% | -144.1% | -57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling