+379.0%
B vs SPY
+3,091.8%
-2,712.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 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% | +4.5% |
| 6M | -3.5% | +13.0% | -16.6% | -6.9% |
| YTD | +4.5% | +13.5% | -9.1% | +0.7% |
| 1Y | +67.8% | +20.0% | +47.8% | +59.1% |
| 3Y | +196.7% | +77.2% | +119.5% | +149.2% |
| 5Y | +151.9% | +81.9% | +70.0% | +108.6% |
| 10Y | +202.2% | +314.1% | -111.9% | +94.1% |
| All | +379.0% | +3,091.8% | -2,712.8% | +198.1% |
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