+69.0%
CORP vs SPY
+780.4%
-711.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | -0.5% | -0.9% | +0.4% | -0.5% |
| 30D | +1.5% | -2.4% | +3.9% | +1.7% |
| 3M | -0.8% | -1.2% | +0.4% | -0.7% |
| 6M | -1.5% | +3.3% | -4.8% | -1.7% |
| YTD | -1.0% | +12.3% | -13.3% | -1.7% |
| 1Y | -0.9% | +12.4% | -13.3% | -1.6% |
| 3Y | +17.9% | +78.8% | -60.9% | +13.9% |
| 5Y | +1.6% | +75.2% | -73.6% | -2.2% |
| 10Y | +30.6% | +311.1% | -280.5% | +26.5% |
| All | +69.0% | +780.4% | -711.4% | +73.6% |
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