+1,349.0%
DD vs SPY
+3,027.0%
-1,678.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.4% | +3.5% | +3.4% |
| 7D | +9.8% | +0.1% | +9.7% | +9.7% |
| 30D | +19.3% | -3.3% | +22.7% | +23.6% |
| 3M | +9.4% | -2.4% | +11.8% | +12.1% |
| 6M | +4.8% | +2.6% | +2.2% | +1.9% |
| YTD | +30.2% | +11.2% | +19.0% | +16.5% |
| 1Y | +32.2% | +13.4% | +18.8% | +15.8% |
| 3Y | +93.1% | +79.9% | +13.2% | +4.6% |
| 5Y | +68.0% | +72.2% | -4.2% | -4.6% |
| 10Y | +98.5% | +307.3% | -208.9% | -52.9% |
| All | +1,349.0% | +3,027.0% | -1,678.0% | -31.5% |
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