-27.4%
COLL vs SPY
+2.7%
-30.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.4% |
| 7D | +4.6% | +2.6% | +2.0% | +5.3% |
| 30D | +12.5% | -2.0% | +14.5% | +11.7% |
| 3M | -10.1% | -2.8% | -7.3% | -11.0% |
| 6M | -27.4% | +2.1% | -29.5% | -26.4% |
| All | -27.4% | +2.7% | -30.1% | -26.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling