-27.5%
BETA vs SPY
+12.1%
-39.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.4% | -6.9% | -6.3% |
| 7D | -14.0% | +2.6% | -16.6% | -19.4% |
| 30D | +32.0% | -2.0% | +33.9% | +39.0% |
| 3M | -11.1% | -2.8% | -8.3% | -4.1% |
| 6M | +26.7% | +2.1% | +24.5% | +19.9% |
| YTD | -17.3% | +11.5% | -28.8% | -39.8% |
| 1Y | -27.5% | +13.5% | -41.0% | -50.7% |
| All | -27.5% | +12.1% | -39.6% | -50.7% |
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