-38.3%
BETA vs SPY
+14.9%
-53.2%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.4% | +7.1% | +7.8% |
| 7D | +10.1% | +0.1% | +10.0% | +9.7% |
| 30D | 0.0% | +0.1% | -0.1% | -0.2% |
| 3M | +22.4% | +2.0% | +20.5% | +16.8% |
| 6M | +9.8% | +13.0% | -3.2% | -23.0% |
| YTD | -21.3% | +13.5% | -34.8% | -46.2% |
| All | -38.3% | +14.9% | -53.2% | -60.0% |
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 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