+25.7%
CASH vs SPY
+67.0%
-41.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.4% | +1.4% | +1.3% |
| 7D | 0.0% | -4.7% | +4.7% | +4.7% |
| 30D | +4.9% | -5.9% | +10.8% | +11.1% |
| 3M | -14.3% | -4.5% | -9.8% | -10.6% |
| 6M | -10.6% | +1.8% | -12.4% | -12.8% |
| YTD | +8.1% | +8.3% | -0.2% | -1.0% |
| 1Y | +13.8% | +9.3% | +4.4% | +3.1% |
| 3Y | +59.0% | +74.9% | -15.8% | -13.5% |
| 5Y | +25.7% | +67.3% | -41.6% | -26.8% |
| All | +25.7% | +67.0% | -41.3% | -26.8% |
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 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