-39.6%
COLL vs SPY
+21.3%
-60.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.8% |
| 7D | -10.4% | +0.3% | -10.6% | -10.4% |
| 30D | -33.7% | +0.2% | -33.9% | -33.7% |
| 3M | -23.7% | +2.8% | -26.5% | -24.0% |
| 6M | -40.7% | +14.3% | -55.0% | -44.9% |
| YTD | -48.8% | +14.0% | -62.8% | -52.5% |
| All | -39.6% | +21.3% | -60.9% | -47.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling