+63.1%
DD vs SPY
+81.8%
-18.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.4% |
| 7D | -0.6% | +0.5% | -1.1% | -1.2% |
| 30D | -7.4% | -0.9% | -6.5% | -6.5% |
| 3M | -6.4% | +3.9% | -10.3% | -10.3% |
| 6M | -2.5% | +14.5% | -17.0% | -15.9% |
| YTD | +10.2% | +12.9% | -2.7% | -3.3% |
| 1Y | +36.9% | +19.4% | +17.6% | +13.0% |
| 3Y | +47.0% | +78.5% | -31.4% | -20.3% |
| 5Y | +63.1% | +81.8% | -18.6% | -12.9% |
| All | +63.1% | +81.8% | -18.6% | -12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling