+1,129.1%
DD vs SPY
+3,091.8%
-1,962.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.8% |
| 7D | -3.5% | +0.1% | -3.6% | -3.6% |
| 30D | -10.3% | +0.1% | -10.4% | -10.4% |
| 3M | -7.5% | +2.0% | -9.5% | -9.5% |
| 6M | -8.0% | +13.0% | -21.0% | -19.1% |
| YTD | +10.5% | +13.5% | -3.1% | -3.2% |
| 1Y | +38.3% | +20.0% | +18.3% | +14.3% |
| 3Y | +42.5% | +77.2% | -34.7% | -21.7% |
| 5Y | +60.2% | +81.9% | -21.7% | -14.1% |
| 10Y | +68.9% | +314.1% | -245.2% | -60.6% |
| All | +1,129.1% | +3,091.8% | -1,962.7% | -43.1% |
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 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