+176.2%
EOD vs SPY
+667.5%
-491.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.8% |
| 7D | +1.7% | +0.5% | +1.1% | +1.2% |
| 30D | +0.8% | -0.9% | +1.7% | +1.5% |
| 3M | +5.6% | +3.9% | +1.7% | +2.2% |
| 6M | +14.8% | +14.5% | +0.3% | +2.7% |
| YTD | +20.0% | +12.9% | +7.0% | +8.5% |
| 1Y | +27.2% | +19.4% | +7.8% | +9.8% |
| 3Y | +103.4% | +78.5% | +24.9% | +25.0% |
| 5Y | +82.9% | +81.8% | +1.2% | +10.0% |
| 10Y | +200.7% | +311.5% | -110.9% | -13.5% |
| All | +176.2% | +667.5% | -491.3% | -55.8% |
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