-59.9%
ANY vs SPY
+20.8%
-80.8%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.4% | -6.8% | -6.4% |
| 7D | +5.5% | +0.1% | +5.3% | +5.5% |
| 30D | +1.8% | +0.1% | +1.7% | +2.1% |
| 3M | -46.5% | +2.0% | -48.5% | -48.7% |
| 6M | +68.1% | +13.0% | +55.1% | +30.2% |
| YTD | -22.1% | +13.5% | -35.7% | -39.6% |
| 1Y | -59.9% | +20.0% | -79.9% | -67.1% |
| All | -59.9% | +20.8% | -80.8% | -67.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling