+1,468.7%
D vs SPY
+3,045.4%
-1,576.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.6% |
| 7D | -3.1% | +3.3% | -6.3% | -4.7% |
| 30D | +8.4% | -2.7% | +11.0% | +9.6% |
| 3M | +0.2% | -1.7% | +2.0% | +0.9% |
| 6M | +9.5% | +3.1% | +6.4% | +7.3% |
| YTD | +18.8% | +11.9% | +6.9% | +11.5% |
| 1Y | +14.7% | +12.0% | +2.7% | +7.5% |
| 3Y | +72.9% | +78.2% | -5.2% | +25.5% |
| 5Y | +13.1% | +73.2% | -60.1% | -17.7% |
| 10Y | +47.2% | +309.6% | -262.5% | -32.2% |
| All | +1,468.7% | +3,045.4% | -1,576.7% | +122.9% |
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