-90.9%
BEAT vs SPY
+76.6%
-167.5%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.1% |
| 7D | -8.6% | +0.1% | -8.7% | -8.8% |
| 30D | -14.4% | +0.1% | -14.5% | -14.5% |
| 3M | -52.9% | +2.0% | -54.9% | -53.7% |
| 6M | -72.1% | +13.0% | -85.1% | -75.2% |
| YTD | -82.2% | +13.5% | -95.8% | -84.2% |
| 1Y | -69.5% | +20.0% | -89.5% | -74.5% |
| 3Y | -80.9% | +77.2% | -158.0% | -88.4% |
| All | -90.9% | +76.6% | -167.5% | -94.1% |
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