+788.9%
DEC vs SPY
+110.9%
+678.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.4% | +0.4% | -2.3% |
| 7D | -12.4% | -4.7% | -7.7% | -10.7% |
| 30D | -8.8% | -5.9% | -2.9% | -6.7% |
| 3M | -0.3% | -4.5% | +4.2% | +1.4% |
| 6M | -18.6% | +1.8% | -20.4% | -19.5% |
| YTD | -6.0% | +8.3% | -14.3% | -9.7% |
| 1Y | +1.2% | +9.3% | -8.1% | -3.2% |
| 3Y | +1,322.2% | +74.9% | +1,247.4% | +1,027.2% |
| 5Y | +795.1% | +67.3% | +727.8% | +618.0% |
| All | +788.9% | +110.9% | +678.0% | +592.4% |
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