+104.0%
CSV vs SPY
+1,747.2%
-1,643.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.6% | -4.4% | -17.2% | -19.4% |
| 7D | -20.1% | -4.7% | -15.4% | -17.7% |
| 30D | -14.0% | -5.9% | -8.0% | -10.8% |
| 3M | -31.6% | -4.5% | -27.1% | -29.7% |
| 6M | -40.2% | +1.8% | -42.0% | -40.6% |
| YTD | -32.6% | +8.3% | -40.9% | -35.1% |
| 1Y | -34.6% | +9.3% | -43.9% | -37.3% |
| 3Y | +25.9% | +74.9% | -48.9% | -4.8% |
| 5Y | -38.3% | +67.3% | -105.6% | -52.3% |
| 10Y | +37.0% | +311.6% | -274.6% | -28.0% |
| All | +104.0% | +1,747.2% | -1,643.1% | -24.1% |
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