-90.5%
BEAT vs SPY
+75.6%
-166.1%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.8% | +4.8% |
| 7D | -2.2% | +0.5% | -2.7% | -2.9% |
| 30D | -15.1% | -0.9% | -14.1% | -14.2% |
| 3M | -45.1% | +3.9% | -48.9% | -47.1% |
| 6M | -68.2% | +14.5% | -82.7% | -72.2% |
| YTD | -81.5% | +12.9% | -94.4% | -83.5% |
| 1Y | -67.0% | +19.4% | -86.4% | -72.3% |
| 3Y | -78.1% | +78.5% | -156.5% | -86.8% |
| All | -90.5% | +75.6% | -166.1% | -93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling