+94.4%
CLOV vs SPY
+11.8%
+82.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.4% |
| 7D | +8.9% | +3.3% | +5.6% | +4.9% |
| 30D | +1.5% | -2.7% | +4.1% | +4.7% |
| 3M | +7.5% | -1.7% | +9.2% | +10.0% |
| 6M | +48.8% | +3.1% | +45.7% | +44.5% |
| YTD | +107.7% | +11.9% | +95.8% | +80.3% |
| 1Y | +94.4% | +12.0% | +82.4% | +69.6% |
| All | +94.4% | +11.8% | +82.7% | +69.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling