+15.9%
D vs SPY
+12.1%
+3.9%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -1.4% | +2.6% | -4.0% | -1.1% |
| 30D | +7.7% | -2.0% | +9.7% | +7.5% |
| 3M | -0.3% | -2.8% | +2.5% | -0.6% |
| 6M | +10.1% | +2.1% | +7.9% | +10.4% |
| YTD | +19.1% | +11.5% | +7.6% | +19.5% |
| 1Y | +15.9% | +13.5% | +2.4% | +17.1% |
| All | +15.9% | +12.1% | +3.9% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling