-80.5%
API vs SPY
+76.2%
-156.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.2% | +2.4% |
| 7D | -2.2% | -0.7% | -1.5% | -1.2% |
| 30D | +5.1% | -1.0% | +6.1% | +6.8% |
| 3M | +6.6% | -0.3% | +6.9% | +7.5% |
| 6M | +13.5% | +7.3% | +6.2% | +2.1% |
| YTD | +7.1% | +13.3% | -6.2% | -11.1% |
| 1Y | +32.9% | +14.8% | +18.1% | +7.7% |
| 3Y | +44.9% | +82.9% | -38.1% | -48.5% |
| 5Y | -80.5% | +75.6% | -156.1% | -92.2% |
| All | -80.5% | +76.2% | -156.6% | -92.2% |
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