Stock and ETF performance explorer

EDIT vs SPY

Performance

Returns, benchmark comparison, and relative performance.

Returns for 1w.

Portfolio and benchmark returns by period
Period	Portfolio	SPY	Excess	Alpha
1D	-10.1%	-0.4%	-9.7%	N/A
7D	-16.1%	+3.3%	-19.4%	N/A
All	-16.1%	-1.1%	-15.0%	N/A

Daily percentage return beside SPY.

Portfolio return minus SPY return. Positive bars indicate outperformance.

Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.

Relative wealth over 1w: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.

Cumulative alpha will appear once a trailing regression window supports a beta estimate.