-34.7%
COYA vs SPY
+78.7%
-113.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +2.3% |
| 7D | +16.4% | +3.3% | +13.1% | +12.3% |
| 30D | -26.9% | -2.7% | -24.2% | -24.1% |
| 3M | -30.3% | -1.7% | -28.5% | -28.4% |
| 6M | -23.8% | +3.1% | -26.9% | -25.2% |
| YTD | -43.6% | +11.9% | -55.5% | -49.0% |
| 1Y | -46.3% | +12.0% | -58.3% | -51.5% |
| All | -34.7% | +78.7% | -113.5% | -67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling