+1,353.4%
DD vs SPY
+3,056.6%
-1,703.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -2.2% |
| 7D | +3.2% | -0.9% | +4.2% | +4.3% |
| 30D | +20.3% | -2.4% | +22.6% | +23.2% |
| 3M | +8.2% | -1.2% | +9.3% | +9.3% |
| 6M | +3.4% | +3.3% | +0.1% | -0.3% |
| YTD | +30.6% | +12.3% | +18.3% | +15.6% |
| 1Y | +30.6% | +12.4% | +18.2% | +15.4% |
| 3Y | +91.1% | +78.8% | +12.3% | +4.1% |
| 5Y | +68.6% | +75.2% | -6.6% | -6.0% |
| 10Y | +99.9% | +311.1% | -211.2% | -53.0% |
| All | +1,353.4% | +3,056.6% | -1,703.2% | -32.0% |
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