-100.0%
ANY vs SPY
+470.1%
-570.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.4% | -6.8% | -6.7% |
| 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% | -47.8% |
| 6M | +68.1% | +13.0% | +55.1% | +43.6% |
| YTD | -22.1% | +13.5% | -35.7% | -33.5% |
| 1Y | -59.9% | +20.0% | -79.9% | -67.9% |
| 3Y | -84.2% | +77.2% | -161.4% | -91.7% |
| 5Y | -99.5% | +81.9% | -181.4% | -99.7% |
| 10Y | -100.0% | +314.1% | -414.0% | -100.0% |
| All | -100.0% | +470.1% | -570.1% | -100.0% |
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