+45.5%
BUYW vs SPY
+96.8%
-51.2%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.3% |
| 7D | +0.3% | -0.4% | +0.6% | +0.4% |
| 30D | +0.7% | -1.4% | +2.1% | +1.3% |
| 3M | +2.8% | +3.7% | -0.9% | +1.2% |
| 6M | +6.1% | +13.0% | -6.9% | +0.7% |
| YTD | +6.1% | +12.4% | -6.3% | +0.8% |
| 1Y | +9.2% | +18.5% | -9.3% | +1.3% |
| 3Y | +29.7% | +77.6% | -47.9% | +0.5% |
| All | +45.5% | +96.8% | -51.2% | +7.6% |
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