+14.7%
HIGH vs SPY
+111.8%
-97.2%
-9.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | 0.0% |
| 7D | +0.4% | +0.5% | -0.1% | +0.3% |
| 30D | -1.5% | -0.9% | -0.5% | -1.2% |
| 3M | +1.7% | +3.9% | -2.2% | +0.5% |
| 6M | +2.7% | +14.5% | -11.9% | -1.7% |
| YTD | +0.3% | +12.9% | -12.7% | -3.6% |
| 1Y | -1.1% | +19.4% | -20.5% | -6.5% |
| 3Y | +7.8% | +78.5% | -70.7% | -4.1% |
| All | +14.7% | +111.8% | -97.2% | +1.8% |
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