+1,983.1%
E vs SPY
+2,051.1%
-67.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +0.2% |
| 7D | -1.1% | -0.9% | -0.2% | -0.5% |
| 30D | -1.6% | -2.4% | +0.8% | +0.1% |
| 3M | +1.9% | -1.2% | +3.1% | +2.3% |
| 6M | +3.1% | +3.3% | -0.2% | -0.9% |
| YTD | +52.5% | +12.3% | +40.2% | +35.3% |
| 1Y | +51.5% | +12.4% | +39.0% | +34.0% |
| 3Y | +101.8% | +78.8% | +23.0% | +15.9% |
| 5Y | +153.9% | +75.2% | +78.8% | +46.2% |
| 10Y | +261.1% | +311.1% | -50.0% | -1.7% |
| All | +1,983.1% | +2,051.1% | -67.9% | +82.6% |
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