+24.0%
B vs SPY
+12.3%
+11.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.8% | +0.4% |
| 7D | +11.3% | +0.1% | +11.2% | +10.5% |
| 30D | +2.9% | -3.3% | +6.3% | +8.8% |
| 3M | -2.9% | -2.4% | -0.4% | +1.1% |
| 6M | -1.2% | +2.6% | -3.8% | -5.1% |
| YTD | -1.3% | +11.2% | -12.6% | -16.0% |
| All | +24.0% | +12.3% | +11.7% | +5.3% |
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