+18.0%
COAL vs SPY
+61.8%
-43.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.6% |
| 7D | +2.4% | +0.5% | +1.9% | +2.0% |
| 30D | +17.5% | -0.9% | +18.5% | +18.2% |
| 3M | +6.3% | +3.9% | +2.4% | +3.5% |
| 6M | +11.2% | +14.5% | -3.3% | +1.5% |
| YTD | +24.7% | +12.9% | +11.8% | +14.9% |
| 1Y | +43.2% | +19.4% | +23.8% | +26.7% |
| All | +18.0% | +61.8% | -43.7% | -15.0% |
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