-92.8%
GUTS vs SPY
+14.6%
-107.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.7% | +6.7% | +4.4% |
| 7D | +9.3% | -0.7% | +10.0% | +11.1% |
| 30D | -78.7% | -1.0% | -77.6% | -77.3% |
| 3M | -88.2% | -0.3% | -87.8% | -87.6% |
| 6M | -88.8% | +7.3% | -96.2% | -90.1% |
| YTD | -96.3% | +13.3% | -109.6% | -97.0% |
| 1Y | -92.8% | +14.8% | -107.5% | -94.2% |
| All | -92.8% | +14.6% | -107.4% | -94.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling