-84.6%
COIA vs SPY
+18.2%
-102.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.3% | -1.8% |
| 7D | -10.2% | -0.8% | -9.4% | -5.8% |
| 30D | +29.5% | -1.1% | +30.5% | +40.7% |
| 3M | +1.0% | +3.9% | -2.8% | -18.0% |
| 6M | -44.3% | +13.6% | -57.9% | -73.4% |
| YTD | -64.5% | +12.7% | -77.1% | -80.2% |
| 1Y | -85.4% | +17.5% | -102.9% | -93.4% |
| All | -84.6% | +18.2% | -102.9% | -93.5% |
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