+70.1%
CORP vs SPY
+790.2%
-720.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -0.6% | +0.1% | -0.7% | -0.6% |
| 3M | -1.1% | +2.0% | -3.0% | -1.2% |
| 6M | -1.6% | +13.0% | -14.6% | -2.3% |
| YTD | -0.3% | +13.5% | -13.9% | -1.1% |
| 1Y | +1.2% | +20.0% | -18.7% | +0.1% |
| 3Y | +17.0% | +77.2% | -60.2% | +13.1% |
| 5Y | +1.3% | +81.9% | -80.6% | -2.6% |
| 10Y | +27.2% | +314.1% | -286.8% | +23.2% |
| All | +70.1% | +790.2% | -720.1% | +74.7% |
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