-5.4%
COAL vs SPY
+59.7%
-65.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | +1.5% | +2.6% | -1.1% | +0.2% |
| 30D | -7.1% | -2.0% | -5.1% | -6.5% |
| 3M | -6.7% | -2.8% | -3.9% | -5.6% |
| 6M | -8.9% | +2.1% | -11.1% | -10.8% |
| YTD | 0.0% | +11.5% | -11.5% | -7.7% |
| 1Y | +5.0% | +13.5% | -8.4% | -4.3% |
| All | -5.4% | +59.7% | -65.1% | -31.8% |
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