+15,055.9%
COO vs SPY
+2,954.7%
+12,101.2%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -2.0% |
| 7D | +4.7% | -2.7% | +7.4% | +6.7% |
| 30D | +13.9% | -5.4% | +19.3% | +18.3% |
| 3M | -14.9% | -4.1% | -10.9% | -12.5% |
| 6M | +2.0% | +0.7% | +1.3% | +1.0% |
| YTD | -23.9% | +8.7% | -32.6% | -28.6% |
| 1Y | -9.6% | +10.9% | -20.5% | -16.4% |
| 3Y | -25.4% | +75.0% | -100.4% | -50.3% |
| 5Y | -41.2% | +67.8% | -109.0% | -59.4% |
| 10Y | +42.1% | +312.9% | -270.8% | -45.7% |
| All | +15,055.9% | +2,954.7% | +12,101.2% | +3,142.2% |
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