+96.5%
E vs SPY
+75.1%
+21.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.5% |
| 7D | -8.8% | -2.7% | -6.1% | -8.1% |
| 30D | +2.8% | -5.4% | +8.2% | +4.3% |
| 3M | +3.4% | -4.1% | +7.5% | +4.4% |
| 6M | +5.2% | +0.7% | +4.5% | +4.3% |
| YTD | +51.3% | +8.7% | +42.6% | +45.0% |
| 1Y | +55.9% | +10.9% | +45.0% | +47.9% |
| 3Y | +96.5% | +75.0% | +21.5% | +45.2% |
| All | +96.5% | +75.1% | +21.4% | +45.2% |
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