+164.3%
FWD vs SPY
+101.2%
+63.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.6% |
| 7D | +0.1% | +0.1% | -0.1% | -0.1% |
| 30D | -1.8% | +0.1% | -1.9% | -1.9% |
| 3M | -11.0% | +2.0% | -13.0% | -13.1% |
| 6M | +11.8% | +13.0% | -1.2% | -5.5% |
| YTD | +23.3% | +13.5% | +9.7% | +3.6% |
| 1Y | +38.5% | +20.0% | +18.5% | +8.3% |
| 3Y | +128.1% | +77.2% | +50.9% | +5.0% |
| All | +164.3% | +101.2% | +63.0% | +2.1% |
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