-5.2%
BULL vs SPY
+92.9%
-98.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.2% |
| 7D | +4.7% | -0.4% | +5.0% | +5.1% |
| 30D | +29.8% | -1.4% | +31.1% | +31.4% |
| 3M | +71.3% | +3.7% | +67.6% | +66.8% |
| 6M | +71.6% | +13.0% | +58.6% | +57.4% |
| YTD | +21.2% | +12.4% | +8.8% | +12.2% |
| 1Y | -30.4% | +18.5% | -49.0% | -37.2% |
| 3Y | -12.0% | +77.6% | -89.6% | -27.2% |
| All | -5.2% | +92.9% | -98.0% | -21.9% |
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