-95.0%
GUTS vs SPY
+60.4%
-155.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.5% | -6.1% | -6.0% |
| 7D | -9.5% | -0.4% | -9.1% | -9.1% |
| 30D | -5.2% | -1.4% | -3.8% | -3.7% |
| 3M | -3.6% | +3.7% | -7.3% | -7.8% |
| 6M | +30.9% | +13.0% | +17.9% | +15.0% |
| YTD | -70.9% | +12.4% | -83.3% | -74.1% |
| 1Y | -34.2% | +18.5% | -52.7% | -44.0% |
| All | -95.0% | +60.4% | -155.4% | -97.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling