-31.5%
COYA vs SPY
+108.3%
-139.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -3.9% |
| 7D | +4.7% | +2.6% | +2.1% | +2.1% |
| 30D | -25.1% | -2.0% | -23.1% | -23.1% |
| 3M | -33.0% | -2.8% | -30.2% | -30.5% |
| 6M | -31.1% | +2.1% | -33.2% | -31.6% |
| YTD | -46.0% | +11.5% | -57.5% | -50.5% |
| 1Y | -47.5% | +13.5% | -60.9% | -52.6% |
| 3Y | -37.5% | +77.7% | -115.2% | -60.6% |
| All | -31.5% | +108.3% | -139.8% | -58.6% |
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 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