+4,306.8%
CASH vs SPY
+2,766.6%
+1,540.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.4% | +1.4% | -0.9% |
| 7D | 0.0% | -4.7% | +4.7% | +2.3% |
| 30D | +4.9% | -5.9% | +10.8% | +7.9% |
| 3M | -14.3% | -4.5% | -9.8% | -12.5% |
| 6M | -10.6% | +1.8% | -12.4% | -11.5% |
| YTD | +8.1% | +8.3% | -0.2% | +4.0% |
| 1Y | +13.8% | +9.3% | +4.4% | +8.9% |
| 3Y | +59.0% | +74.9% | -15.8% | +22.8% |
| 5Y | +25.7% | +67.3% | -41.6% | -0.1% |
| 10Y | +237.9% | +311.6% | -73.7% | +106.4% |
| All | +4,306.8% | +2,766.6% | +1,540.2% | +1,912.5% |
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