+1,873.8%
E vs SPY
+2,075.0%
-201.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.5% |
| 7D | +1.5% | +0.1% | +1.3% | +1.3% |
| 30D | +1.4% | +0.1% | +1.4% | +1.3% |
| 3M | -1.5% | +2.0% | -3.5% | -3.8% |
| 6M | +17.2% | +13.0% | +4.1% | +4.0% |
| YTD | +44.5% | +13.5% | +30.9% | +27.6% |
| 1Y | +57.2% | +20.0% | +37.2% | +32.0% |
| 3Y | +99.3% | +77.2% | +22.1% | +15.9% |
| 5Y | +188.2% | +81.9% | +106.4% | +61.0% |
| 10Y | +213.5% | +314.1% | -100.5% | -14.7% |
| All | +1,873.8% | +2,075.0% | -201.2% | +72.2% |
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 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