-29.5%
COYA vs SPY
+18.1%
-47.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -3.9% | -4.3% |
| 7D | -8.0% | -0.8% | -7.2% | -7.0% |
| 30D | -6.6% | -1.1% | -5.5% | -5.3% |
| 3M | -5.6% | +3.9% | -9.5% | -10.7% |
| 6M | -11.2% | +13.6% | -24.8% | -23.3% |
| YTD | -24.5% | +12.7% | -37.2% | -34.7% |
| 1Y | -29.5% | +17.5% | -47.0% | -40.9% |
| All | -29.5% | +18.1% | -47.6% | -40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling