+0.7%
CORP vs SPY
+71.5%
-70.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.3% | -0.3% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | +1.8% | -3.3% | +5.1% | +2.2% |
| 3M | -0.9% | -2.4% | +1.5% | -0.6% |
| 6M | -1.5% | +2.6% | -4.1% | -2.0% |
| YTD | -0.8% | +11.2% | -12.0% | -2.4% |
| 1Y | -0.3% | +13.4% | -13.7% | -2.2% |
| 3Y | +17.9% | +79.9% | -62.0% | +7.1% |
| 5Y | +0.7% | +72.2% | -71.5% | -9.9% |
| All | +0.7% | +71.5% | -70.8% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling