+1,494.0%
D vs SPY
+2,954.7%
-1,460.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.7% |
| 7D | +3.0% | -2.7% | +5.7% | +4.3% |
| 30D | +11.5% | -5.4% | +16.9% | +14.5% |
| 3M | +3.7% | -4.1% | +7.8% | +5.7% |
| 6M | +13.5% | +0.7% | +12.8% | +12.7% |
| YTD | +20.7% | +8.7% | +12.1% | +15.0% |
| 1Y | +18.2% | +10.9% | +7.4% | +11.3% |
| 3Y | +73.3% | +75.0% | -1.7% | +27.0% |
| 5Y | +12.3% | +67.8% | -55.5% | -17.0% |
| 10Y | +43.4% | +312.9% | -269.5% | -34.1% |
| All | +1,494.0% | +2,954.7% | -1,460.7% | +129.9% |
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