-30.6%
AR vs SPY
+446.8%
-477.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.2% |
| 7D | -14.3% | -2.7% | -11.6% | -11.9% |
| 30D | +1.4% | -5.4% | +6.8% | +7.1% |
| 3M | +3.4% | -4.1% | +7.5% | +7.4% |
| 6M | -2.1% | +0.7% | -2.8% | -4.3% |
| YTD | +4.7% | +8.7% | -4.0% | -7.1% |
| 1Y | +10.6% | +10.9% | -0.3% | -4.1% |
| 3Y | +24.6% | +75.0% | -50.4% | -35.2% |
| 5Y | +71.9% | +67.8% | +4.1% | -6.0% |
| 10Y | +46.4% | +312.9% | -266.5% | -69.5% |
| All | -30.6% | +446.8% | -477.4% | -87.6% |
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