-2.0%
BULL vs SPY
+94.8%
-96.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.3% |
| 7D | +3.9% | +0.1% | +3.8% | +3.9% |
| 30D | +32.0% | +0.1% | +31.9% | +32.1% |
| 3M | +59.7% | +2.0% | +57.7% | +57.7% |
| 6M | +60.5% | +13.0% | +47.4% | +47.1% |
| YTD | +25.4% | +13.5% | +11.8% | +15.1% |
| 1Y | -26.7% | +20.0% | -46.6% | -34.5% |
| 3Y | -9.0% | +77.2% | -86.2% | -25.4% |
| All | -2.0% | +94.8% | -96.8% | -19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling