-76.4%
ANNX vs SPY
+149.4%
-225.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +4.5% |
| 7D | +3.7% | -2.7% | +6.4% | +7.1% |
| 30D | +4.7% | -5.4% | +10.1% | +11.6% |
| 3M | -25.0% | -4.1% | -20.9% | -21.3% |
| 6M | -26.3% | +0.7% | -27.0% | -26.6% |
| YTD | -16.3% | +8.7% | -25.0% | -22.9% |
| 1Y | +39.1% | +10.9% | +28.2% | +25.5% |
| 3Y | +90.9% | +75.0% | +15.9% | +12.9% |
| 5Y | -72.9% | +67.8% | -140.7% | -83.1% |
| All | -76.4% | +149.4% | -225.7% | -91.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling