+44.7%
DJIA vs SPY
+98.1%
-53.3%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.5% |
| 7D | -0.2% | +0.5% | -0.7% | -0.4% |
| 30D | +0.3% | -0.9% | +1.2% | +0.7% |
| 3M | +5.7% | +3.9% | +1.8% | +3.6% |
| 6M | +9.2% | +14.5% | -5.4% | +1.9% |
| YTD | +9.2% | +12.9% | -3.8% | +2.6% |
| 1Y | +15.8% | +19.4% | -3.6% | +5.8% |
| 3Y | +38.5% | +78.5% | -39.9% | +3.9% |
| All | +44.7% | +98.1% | -53.3% | +4.6% |
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