+2,072.2%
FUND vs SPY
+2,954.7%
-882.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.7% |
| 7D | +0.5% | -2.7% | +3.2% | +2.5% |
| 30D | +4.5% | -5.4% | +9.9% | +8.7% |
| 3M | -0.2% | -4.1% | +3.9% | +2.8% |
| 6M | +0.8% | +0.7% | +0.1% | +0.1% |
| YTD | +20.1% | +8.7% | +11.4% | +12.8% |
| 1Y | +29.6% | +10.9% | +18.7% | +20.0% |
| 3Y | +68.4% | +75.0% | -6.6% | +12.0% |
| 5Y | +57.9% | +67.8% | -9.9% | +7.6% |
| 10Y | +224.5% | +312.9% | -88.3% | +18.5% |
| All | +2,072.2% | +2,954.7% | -882.5% | +270.0% |
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