-52.1%
BULL vs SPY
+78.1%
-130.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.9% |
| 7D | +5.3% | +2.6% | +2.7% | +1.7% |
| 30D | -14.7% | -2.0% | -12.7% | -11.9% |
| 3M | -34.8% | -2.8% | -32.1% | -31.7% |
| 6M | -26.8% | +2.1% | -29.0% | -27.7% |
| YTD | -33.3% | +11.5% | -44.8% | -40.2% |
| 1Y | -42.5% | +13.5% | -56.0% | -49.3% |
| 3Y | -52.1% | +77.7% | -129.8% | -65.5% |
| All | -52.1% | +78.1% | -130.2% | -65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling