-23.2%
AWAY vs SPY
+151.6%
-174.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.4% |
| 7D | -4.9% | +0.1% | -5.0% | -5.0% |
| 30D | -5.5% | +0.1% | -5.6% | -5.6% |
| 3M | +8.4% | +2.0% | +6.4% | +6.0% |
| 6M | +13.3% | +13.0% | +0.3% | -0.7% |
| YTD | -8.4% | +13.5% | -21.9% | -20.1% |
| 1Y | -13.4% | +20.0% | -33.4% | -28.8% |
| 3Y | +5.2% | +77.2% | -71.9% | -43.4% |
| 5Y | -29.6% | +81.9% | -111.5% | -62.8% |
| All | -23.2% | +151.6% | -174.8% | -72.1% |
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 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