+1,966.7%
E vs SPY
+1,981.6%
-14.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.7% |
| 7D | -8.8% | -2.7% | -6.1% | -6.8% |
| 30D | +2.8% | -5.4% | +8.2% | +7.4% |
| 3M | +3.4% | -4.1% | +7.5% | +6.5% |
| 6M | +5.2% | +0.7% | +4.5% | +3.4% |
| YTD | +51.3% | +8.7% | +42.6% | +38.1% |
| 1Y | +55.9% | +10.9% | +45.0% | +39.6% |
| 3Y | +96.5% | +75.0% | +21.5% | +14.9% |
| 5Y | +148.7% | +67.8% | +81.0% | +48.7% |
| 10Y | +249.1% | +312.9% | -63.7% | -5.4% |
| All | +1,966.7% | +1,981.6% | -14.9% | +86.3% |
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