+200.4%
B vs SPY
+77.4%
+123.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.9% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +9.4% | +0.1% | +9.4% | +9.5% |
| 3M | +5.0% | +2.0% | +3.0% | +3.6% |
| 6M | -3.5% | +13.0% | -16.6% | -11.2% |
| YTD | +4.5% | +13.5% | -9.1% | -4.0% |
| 1Y | +67.8% | +20.0% | +47.8% | +49.7% |
| All | +200.4% | +77.4% | +123.1% | +111.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling