+142.8%
DAX vs SPY
+381.7%
-238.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | -1.8% | +0.1% | -1.9% | -1.9% |
| 30D | +0.1% | +0.1% | 0.0% | 0.0% |
| 3M | +4.3% | +2.0% | +2.3% | +2.5% |
| 6M | +6.7% | +13.0% | -6.3% | -4.0% |
| YTD | +4.8% | +13.5% | -8.8% | -6.1% |
| 1Y | +8.3% | +20.0% | -11.7% | -7.5% |
| 3Y | +73.5% | +77.2% | -3.6% | +3.9% |
| 5Y | +55.6% | +81.9% | -26.3% | -9.4% |
| 10Y | +139.0% | +314.1% | -175.0% | -35.5% |
| All | +142.8% | +381.7% | -238.9% | -43.5% |
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