+50.1%
BY vs SPY
+67.4%
-17.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | -0.6% | -2.7% | +2.1% | +1.5% |
| 30D | +4.6% | -5.4% | +10.0% | +9.1% |
| 3M | -2.7% | -4.1% | +1.4% | +0.4% |
| 6M | +15.6% | +0.7% | +14.9% | +14.2% |
| YTD | +32.7% | +8.7% | +24.0% | +23.1% |
| 1Y | +42.9% | +10.9% | +32.1% | +30.3% |
| 3Y | +97.3% | +75.0% | +22.3% | +25.9% |
| All | +50.1% | +67.4% | -17.3% | -2.5% |
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