-51.4%
CLOV vs SPY
+167.6%
-219.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +2.2% |
| 7D | +2.9% | +2.6% | +0.3% | -0.9% |
| 30D | +3.5% | -2.0% | +5.5% | +6.7% |
| 3M | +10.5% | -2.8% | +13.2% | +15.2% |
| 6M | +39.7% | +2.1% | +37.6% | +34.9% |
| YTD | +111.1% | +11.5% | +99.6% | +79.6% |
| 1Y | +100.8% | +13.5% | +87.3% | +67.0% |
| 3Y | +451.7% | +77.7% | +374.0% | +122.4% |
| 5Y | -30.7% | +72.6% | -103.3% | -70.0% |
| All | -51.4% | +167.6% | -219.0% | -84.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling