-72.6%
ANNX vs SPY
+160.6%
-233.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.0% |
| 7D | -2.0% | +0.1% | -2.1% | -2.2% |
| 30D | -9.3% | +0.1% | -9.4% | -9.4% |
| 3M | -10.6% | +2.0% | -12.6% | -12.6% |
| 6M | -12.9% | +13.0% | -25.9% | -23.2% |
| YTD | -3.0% | +13.5% | -16.5% | -15.0% |
| 1Y | +126.5% | +20.0% | +106.5% | +88.5% |
| 3Y | +67.4% | +77.2% | -9.8% | -3.1% |
| 5Y | -71.6% | +81.9% | -153.5% | -83.5% |
| All | -72.6% | +160.6% | -233.2% | -90.4% |
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