-9.3%
COYA vs SPY
+77.4%
-86.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.6% | -2.5% |
| 7D | +2.2% | +0.5% | +1.7% | +1.6% |
| 30D | -4.2% | -0.9% | -3.2% | -3.2% |
| 3M | +1.3% | +3.9% | -2.6% | -2.8% |
| 6M | -3.8% | +14.5% | -18.3% | -16.0% |
| YTD | -20.5% | +12.9% | -33.4% | -29.7% |
| 1Y | -27.6% | +19.4% | -47.0% | -39.7% |
| All | -9.3% | +77.4% | -86.6% | -55.4% |
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