-44.0%
BETA vs SPY
+13.7%
-57.7%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.2% | -3.3% |
| 7D | -1.3% | -0.4% | -1.0% | -0.3% |
| 30D | -15.2% | -1.4% | -13.8% | -11.7% |
| 3M | +22.3% | +3.7% | +18.6% | +10.6% |
| 6M | -6.6% | +13.0% | -19.6% | -34.4% |
| YTD | -28.6% | +12.4% | -41.0% | -49.7% |
| All | -44.0% | +13.7% | -57.7% | -62.5% |
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