+566.4%
C vs SPY
+3,091.8%
-2,525.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.3% |
| 7D | +3.6% | +0.1% | +3.5% | +3.5% |
| 30D | +0.1% | +0.1% | 0.0% | 0.0% |
| 3M | +2.4% | +2.0% | +0.4% | -0.8% |
| 6M | +24.9% | +13.0% | +11.9% | +3.2% |
| YTD | +19.8% | +13.5% | +6.3% | -1.4% |
| 1Y | +44.9% | +20.0% | +24.9% | +9.3% |
| 3Y | +263.0% | +77.2% | +185.8% | +47.6% |
| 5Y | +129.5% | +81.9% | +47.6% | -13.7% |
| 10Y | +291.6% | +314.1% | -22.5% | -60.2% |
| All | +566.4% | +3,091.8% | -2,525.4% | -96.1% |
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