-74.4%
ANNX vs SPY
+72.1%
-146.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.8% |
| 7D | -6.7% | +2.6% | -9.3% | -9.5% |
| 30D | +6.8% | -2.0% | +8.8% | +9.6% |
| 3M | -25.5% | -2.8% | -22.7% | -22.8% |
| 6M | -28.1% | +2.1% | -30.2% | -29.7% |
| YTD | -21.9% | +11.5% | -33.4% | -30.7% |
| 1Y | +46.3% | +13.5% | +32.8% | +27.2% |
| 3Y | +73.5% | +77.7% | -4.2% | -4.1% |
| All | -74.4% | +72.1% | -146.6% | -83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling