+971.5%
DEC vs SPY
+121.0%
+850.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +20.1% |
| 3M | +11.5% | +2.0% | +9.5% | +10.5% |
| 6M | +10.1% | +13.0% | -2.9% | +4.3% |
| YTD | +13.3% | +13.5% | -0.2% | +7.0% |
| 1Y | +7.7% | +20.0% | -12.2% | -1.0% |
| 3Y | +1,241.7% | +77.2% | +1,164.6% | +960.8% |
| 5Y | +928.7% | +81.9% | +846.8% | +702.4% |
| All | +971.5% | +121.0% | +850.5% | +720.1% |
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