+611.3%
CIK vs SPY
+3,074.3%
-2,463.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +0.4% | +0.5% | -0.1% | +0.2% |
| 30D | +0.4% | -0.9% | +1.4% | +0.8% |
| 3M | +1.6% | +3.9% | -2.3% | 0.0% |
| 6M | -2.7% | +14.5% | -17.2% | -7.9% |
| YTD | -8.5% | +12.9% | -21.4% | -12.9% |
| 1Y | -10.2% | +19.4% | -29.6% | -16.5% |
| 3Y | +17.9% | +78.5% | -60.5% | -7.1% |
| 5Y | +10.6% | +81.8% | -71.2% | -14.4% |
| 10Y | +90.8% | +311.5% | -220.7% | +7.1% |
| All | +611.3% | +3,074.3% | -2,463.0% | +87.3% |
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