-34.6%
DOW vs SPY
+78.7%
-113.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.9% |
| 7D | -2.9% | +0.5% | -3.5% | -3.4% |
| 30D | +2.0% | -0.9% | +2.9% | +2.7% |
| 3M | -12.5% | +3.9% | -16.4% | -16.1% |
| 6M | -9.2% | +14.5% | -23.7% | -21.9% |
| YTD | +30.8% | +12.9% | +17.9% | +14.3% |
| 1Y | +29.4% | +19.4% | +10.0% | +6.4% |
| 3Y | -34.6% | +78.5% | -113.0% | -64.6% |
| All | -34.6% | +78.7% | -113.3% | -64.6% |
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 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