-87.2%
CALC vs SPY
+18.8%
-106.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.6% | -0.5% | +14.1% | +13.9% |
| 7D | +9.3% | -0.4% | +9.6% | +9.6% |
| 30D | -30.3% | -1.4% | -29.0% | -29.8% |
| 3M | -49.6% | +3.7% | -53.3% | -50.5% |
| 6M | -37.2% | +13.0% | -50.2% | -44.7% |
| YTD | -93.0% | +12.4% | -105.4% | -93.9% |
| 1Y | -87.2% | +18.5% | -105.7% | -88.8% |
| All | -87.2% | +18.8% | -106.0% | -88.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling