-90.4%
CURV vs SPY
+90.2%
-180.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.5% | -6.7% | -6.6% |
| 7D | +2.2% | -0.4% | +2.6% | +2.6% |
| 30D | -7.2% | -1.4% | -5.8% | -5.4% |
| 3M | +34.1% | +3.7% | +30.4% | +27.4% |
| 6M | +84.1% | +13.0% | +71.1% | +54.0% |
| YTD | +137.2% | +12.4% | +124.8% | +99.7% |
| 1Y | +22.1% | +18.5% | +3.6% | -5.6% |
| 3Y | +52.6% | +77.6% | -25.0% | -37.5% |
| 5Y | -90.5% | +81.7% | -172.2% | -96.0% |
| All | -90.4% | +90.2% | -180.6% | -96.2% |
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