-10.8%
DOW vs SPY
+203.8%
-214.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.6% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | +0.4% | +0.1% | +0.3% | +0.2% |
| 3M | -14.4% | +2.0% | -16.4% | -17.0% |
| 6M | -7.0% | +13.0% | -20.0% | -20.6% |
| YTD | +30.2% | +13.5% | +16.7% | +10.5% |
| 1Y | +29.2% | +20.0% | +9.2% | +3.2% |
| 3Y | -36.7% | +77.2% | -113.9% | -67.8% |
| 5Y | -37.7% | +81.9% | -119.6% | -69.8% |
| All | -10.8% | +203.8% | -214.6% | -76.6% |
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