-78.1%
BEAT vs SPY
+78.7%
-156.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +5.0% |
| 7D | -2.1% | +0.5% | -2.7% | -3.1% |
| 30D | -15.0% | -0.9% | -14.1% | -13.9% |
| 3M | -45.0% | +3.9% | -48.9% | -47.7% |
| 6M | -68.2% | +14.5% | -82.7% | -73.3% |
| YTD | -81.4% | +12.9% | -94.4% | -84.0% |
| 1Y | -67.0% | +19.4% | -86.4% | -73.7% |
| 3Y | -78.1% | +78.5% | -156.5% | -89.2% |
| All | -78.1% | +78.7% | -156.8% | -89.2% |
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