-74.4%
ANNX vs SPY
+67.4%
-141.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +4.5% |
| 7D | +3.7% | -2.7% | +6.4% | +7.3% |
| 30D | +4.7% | -5.4% | +10.1% | +12.1% |
| 3M | -25.0% | -4.1% | -20.9% | -21.0% |
| 6M | -26.3% | +0.7% | -27.0% | -26.7% |
| YTD | -16.3% | +8.7% | -25.0% | -23.4% |
| 1Y | +39.1% | +10.9% | +28.2% | +24.5% |
| 3Y | +90.9% | +75.0% | +15.9% | +7.8% |
| All | -74.4% | +67.4% | -141.8% | -82.8% |
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