-67.3%
BEAT vs SPY
+78.0%
-145.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | -2.4% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -15.4% | -3.3% | -12.1% | -11.0% |
| 3M | -22.5% | -2.4% | -20.1% | -19.2% |
| 6M | -54.4% | +2.6% | -56.9% | -55.2% |
| YTD | -83.1% | +11.2% | -94.3% | -85.0% |
| 1Y | -75.4% | +13.4% | -88.8% | -78.9% |
| 3Y | -67.3% | +79.9% | -147.2% | -82.0% |
| All | -67.3% | +78.0% | -145.3% | -82.0% |
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