+222.9%
GROW vs SPY
+3,074.3%
-2,851.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.1% | -2.3% |
| 7D | -13.7% | +0.5% | -14.2% | -14.0% |
| 30D | -6.2% | -0.9% | -5.3% | -5.5% |
| 3M | +6.7% | +3.9% | +2.8% | +3.5% |
| 6M | -10.4% | +14.5% | -24.9% | -19.3% |
| YTD | +23.1% | +12.9% | +10.2% | +11.9% |
| 1Y | +22.2% | +19.4% | +2.8% | +6.5% |
| 3Y | +9.6% | +78.5% | -68.9% | -31.3% |
| 5Y | -45.9% | +81.8% | -127.6% | -66.5% |
| 10Y | +92.1% | +311.5% | -219.4% | -39.6% |
| All | +222.9% | +3,074.3% | -2,851.3% | -38.4% |
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