-92.1%
CALC vs SPY
+81.8%
-173.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.6% | -0.5% | +14.1% | +13.7% |
| 7D | +9.3% | -0.4% | +9.6% | +9.4% |
| 30D | -30.3% | -1.4% | -29.0% | -30.1% |
| 3M | -49.6% | +3.7% | -53.3% | -50.0% |
| 6M | -37.2% | +13.0% | -50.2% | -39.5% |
| YTD | -93.0% | +12.4% | -105.4% | -93.3% |
| 1Y | -87.2% | +18.5% | -105.7% | -87.8% |
| 3Y | -85.2% | +77.6% | -162.9% | -88.9% |
| All | -92.1% | +81.8% | -173.9% | -94.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling