+706.1%
GAIN vs SPY
+833.4%
-127.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | +0.2% | +0.1% | +0.1% | +0.1% |
| 3M | +5.3% | +2.0% | +3.3% | +2.8% |
| 6M | +22.6% | +13.0% | +9.6% | +6.5% |
| YTD | +22.5% | +13.5% | +8.9% | +5.8% |
| 1Y | +23.8% | +20.0% | +3.9% | +0.3% |
| 3Y | +82.4% | +77.2% | +5.3% | -7.3% |
| 5Y | +92.1% | +81.9% | +10.2% | -8.1% |
| 10Y | +378.4% | +314.1% | +64.3% | -23.9% |
| All | +706.1% | +833.4% | -127.2% | -61.4% |
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