+1,302.7%
DEC vs SPY
+77.4%
+1,225.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.7% |
| 7D | +4.6% | +0.1% | +4.5% | +4.6% |
| 30D | +20.2% | +0.1% | +20.1% | +20.2% |
| 3M | +11.5% | +2.0% | +9.5% | +10.9% |
| 6M | +10.1% | +13.0% | -2.9% | +5.9% |
| YTD | +13.3% | +13.5% | -0.2% | +8.7% |
| 1Y | +7.7% | +20.0% | -12.2% | +0.6% |
| All | +1,302.7% | +77.4% | +1,225.4% | +2,066.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling