+75.4%
CASH vs SPY
+82.0%
-6.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.9% |
| 7D | +2.1% | +0.1% | +2.0% | +2.0% |
| 30D | -7.0% | +0.1% | -7.1% | -7.1% |
| 3M | +5.3% | +2.0% | +3.3% | +2.9% |
| 6M | -8.9% | +13.0% | -21.9% | -19.7% |
| YTD | +17.3% | +13.5% | +3.8% | +2.9% |
| 1Y | +6.4% | +20.0% | -13.6% | -11.8% |
| 3Y | +67.3% | +77.2% | -9.9% | -9.0% |
| All | +75.4% | +82.0% | -6.6% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling