+16,813.1%
COO vs SPY
+3,091.8%
+13,721.3%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -22.4% |
| YTD | -15.1% | +13.5% | -28.6% | -22.7% |
| 1Y | +2.3% | +20.0% | -17.6% | -10.4% |
| 3Y | -23.7% | +77.2% | -100.9% | -49.4% |
| 5Y | -38.9% | +81.9% | -120.8% | -60.0% |
| 10Y | +49.9% | +314.1% | -264.1% | -42.8% |
| All | +16,813.1% | +3,091.8% | +13,721.3% | +3,413.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling