-47.5%
COYA vs SPY
+12.1%
-59.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -3.6% |
| 7D | +4.7% | +2.6% | +2.1% | +0.3% |
| 30D | -25.1% | -2.0% | -23.1% | -22.1% |
| 3M | -33.0% | -2.8% | -30.2% | -29.3% |
| 6M | -31.1% | +2.1% | -33.2% | -32.4% |
| YTD | -46.0% | +11.5% | -57.5% | -53.4% |
| 1Y | -47.5% | +13.5% | -60.9% | -54.6% |
| All | -47.5% | +12.1% | -59.5% | -54.6% |
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 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