-44.0%
GROW vs SPY
+79.8%
-123.8%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.8% |
| 7D | -11.3% | -2.0% | -9.3% | -10.0% |
| 30D | -6.5% | -1.7% | -4.9% | -5.4% |
| 3M | +5.1% | +4.7% | +0.4% | +1.7% |
| 6M | -12.5% | +12.5% | -25.0% | -19.5% |
| YTD | +23.1% | +11.7% | +11.4% | +13.6% |
| 1Y | +24.2% | +17.5% | +6.7% | +10.7% |
| 3Y | +9.6% | +76.6% | -67.0% | -30.7% |
| 5Y | -44.0% | +82.0% | -126.0% | -65.8% |
| All | -44.0% | +79.8% | -123.8% | -65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling