-74.8%
BEAT vs SPY
+12.1%
-86.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.3% |
| 7D | -1.5% | +2.6% | -4.1% | -6.1% |
| 30D | +0.8% | -2.0% | +2.7% | +4.7% |
| 3M | -32.9% | -2.8% | -30.1% | -28.9% |
| 6M | -60.8% | +2.1% | -62.9% | -61.2% |
| YTD | -83.5% | +11.5% | -95.0% | -84.9% |
| 1Y | -74.8% | +13.5% | -88.2% | -75.1% |
| All | -74.8% | +12.1% | -86.8% | -75.1% |
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 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