+2,030.9%
FUND vs SPY
+2,945.2%
-914.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.4% | +0.8% | -0.5% |
| 7D | -2.4% | -4.7% | +2.3% | +1.0% |
| 30D | +0.3% | -5.9% | +6.2% | +4.8% |
| 3M | -1.4% | -4.5% | +3.2% | +1.9% |
| 6M | -0.9% | +1.8% | -2.7% | -2.4% |
| YTD | +17.8% | +8.3% | +9.5% | +10.9% |
| 1Y | +27.3% | +9.3% | +17.9% | +19.0% |
| 3Y | +60.4% | +74.9% | -14.4% | +6.7% |
| 5Y | +54.9% | +67.3% | -12.4% | +5.8% |
| 10Y | +218.4% | +311.6% | -93.2% | +16.5% |
| All | +2,030.9% | +2,945.2% | -914.3% | +263.8% |
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