+17.8%
COAL vs SPY
+61.0%
-43.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.1% |
| 7D | +1.4% | -0.4% | +1.8% | +1.6% |
| 30D | +14.5% | -1.4% | +15.9% | +15.5% |
| 3M | +8.3% | +3.7% | +4.6% | +5.5% |
| 6M | +9.2% | +13.0% | -3.8% | +0.6% |
| YTD | +24.5% | +12.4% | +12.1% | +15.1% |
| 1Y | +42.7% | +18.5% | +24.2% | +26.9% |
| All | +17.8% | +61.0% | -43.2% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling