+4.2%
COYA vs SPY
+112.2%
-108.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +5.0% |
| 7D | +3.7% | +0.1% | +3.6% | +3.6% |
| 30D | +4.6% | +0.1% | +4.6% | +4.5% |
| 3M | -2.3% | +2.0% | -4.3% | -3.9% |
| 6M | -3.4% | +13.0% | -16.5% | -13.4% |
| YTD | -17.9% | +13.5% | -31.5% | -26.7% |
| 1Y | -25.4% | +20.0% | -45.4% | -36.7% |
| 3Y | +34.1% | +77.2% | -43.1% | -17.7% |
| All | +4.2% | +112.2% | -108.0% | -38.6% |
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