+334.1%
B vs SPY
+2,954.7%
-2,620.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +9.6% | -2.7% | +12.3% | +10.6% |
| 30D | +3.5% | -5.4% | +8.9% | +5.5% |
| 3M | -1.6% | -4.1% | +2.5% | -0.1% |
| 6M | -1.7% | +0.7% | -2.4% | -1.6% |
| YTD | -5.3% | +8.7% | -14.0% | -7.3% |
| 1Y | +27.2% | +10.9% | +16.3% | +23.8% |
| 3Y | +166.1% | +75.0% | +91.1% | +124.9% |
| 5Y | +136.5% | +67.8% | +68.7% | +101.0% |
| 10Y | +172.2% | +312.9% | -140.6% | +75.3% |
| All | +334.1% | +2,954.7% | -2,620.6% | +174.3% |
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 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