-18.1%
COE vs SPY
+82.3%
-100.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | -24.7% | -0.8% | -23.9% | -24.4% |
| 30D | -47.5% | -1.1% | -46.4% | -47.2% |
| 3M | -51.8% | +3.9% | -55.6% | -52.5% |
| 6M | -55.9% | +13.6% | -69.5% | -58.3% |
| YTD | -66.8% | +12.7% | -79.4% | -68.4% |
| 1Y | -77.9% | +17.5% | -95.4% | -79.3% |
| 3Y | +17.9% | +76.9% | -59.0% | -9.6% |
| All | -18.1% | +82.3% | -100.4% | -35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling