+197.7%
E vs SPY
+81.8%
+115.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.1% | +2.8% |
| 7D | -1.1% | +0.5% | -1.6% | -1.4% |
| 30D | +2.5% | -0.9% | +3.4% | +2.9% |
| 3M | +1.1% | +3.9% | -2.7% | -1.3% |
| 6M | +17.7% | +14.5% | +3.2% | +8.2% |
| YTD | +48.1% | +12.9% | +35.2% | +37.3% |
| 1Y | +62.2% | +19.4% | +42.8% | +45.1% |
| 3Y | +103.2% | +78.5% | +24.7% | +37.6% |
| 5Y | +197.7% | +81.8% | +115.9% | +96.7% |
| All | +197.7% | +81.8% | +115.9% | +96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling