-18.6%
III vs SPY
+81.8%
-100.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.4% |
| 7D | +1.5% | +0.5% | +0.9% | +1.0% |
| 30D | -1.1% | -0.9% | -0.1% | -0.2% |
| 3M | +20.8% | +3.9% | +16.9% | +16.2% |
| 6M | +15.9% | +14.5% | +1.4% | +1.6% |
| YTD | -9.2% | +12.9% | -22.1% | -19.0% |
| 1Y | +1.0% | +19.4% | -18.4% | -14.3% |
| 3Y | +20.6% | +78.5% | -57.8% | -32.4% |
| 5Y | -18.6% | +81.8% | -100.4% | -54.1% |
| All | -18.6% | +81.8% | -100.4% | -54.1% |
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