+105.5%
B vs SPY
+72.1%
+33.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | -7.3% | +2.6% | -9.9% | -8.8% |
| 30D | -3.3% | -2.0% | -1.4% | -2.1% |
| 3M | -7.8% | -2.8% | -5.0% | -6.0% |
| 6M | -15.5% | +2.1% | -17.7% | -16.2% |
| YTD | -12.3% | +11.5% | -23.7% | -16.9% |
| 1Y | +5.4% | +13.5% | -8.1% | -1.0% |
| 3Y | +165.5% | +77.7% | +87.8% | +100.6% |
| All | +105.5% | +72.1% | +33.4% | +46.9% |
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