+0.8%
III vs SPY
+21.3%
-20.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +0.9% | +1.1% |
| 7D | +1.8% | +0.3% | +1.5% | +1.5% |
| 30D | +17.1% | +0.2% | +16.9% | +16.9% |
| 3M | +19.7% | +2.8% | +16.9% | +17.1% |
| 6M | +10.0% | +14.3% | -4.3% | -6.0% |
| YTD | -9.3% | +14.0% | -23.2% | -21.5% |
| All | +0.8% | +21.3% | -20.5% | -17.7% |
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