-92.6%
CALC vs SPY
+83.6%
-176.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -6.5% | +0.1% | -6.6% | -6.5% |
| 30D | -41.4% | +0.1% | -41.5% | -41.4% |
| 3M | -49.0% | +2.0% | -51.0% | -49.3% |
| 6M | -30.4% | +13.0% | -43.5% | -33.1% |
| YTD | -93.4% | +13.5% | -107.0% | -93.7% |
| 1Y | -86.3% | +20.0% | -106.3% | -87.0% |
| 3Y | -86.5% | +77.2% | -163.7% | -89.7% |
| All | -92.6% | +83.6% | -176.2% | -95.2% |
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