-21.3%
COO vs SPY
+80.4%
-101.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.2% |
| 7D | -2.2% | +0.1% | -2.3% | -2.3% |
| 30D | -7.0% | +0.1% | -7.1% | -7.1% |
| 3M | +12.2% | +2.0% | +10.2% | +10.3% |
| 6M | -15.1% | +13.0% | -28.1% | -23.0% |
| YTD | -15.1% | +13.5% | -28.6% | -23.3% |
| 1Y | +2.3% | +20.0% | -17.6% | -11.4% |
| All | -21.3% | +80.4% | -101.7% | -54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling