-91.0%
CALC vs SPY
+11.9%
-103.0%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.4% | -9.2% | -9.2% |
| 7D | -6.8% | -0.6% | -6.2% | -6.6% |
| 30D | +7.9% | -3.7% | +11.6% | +11.5% |
| 3M | -58.4% | -2.7% | -55.7% | -57.2% |
| 6M | -56.4% | +2.2% | -58.6% | -57.4% |
| YTD | -95.8% | +10.8% | -106.7% | -96.5% |
| 1Y | -91.0% | +11.2% | -102.3% | -92.6% |
| All | -91.0% | +11.9% | -103.0% | -92.6% |
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 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