+4.7%
III vs SPY
+646.8%
-642.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +1.9% |
| 7D | +2.0% | -0.6% | +2.6% | +2.3% |
| 30D | +5.9% | -3.7% | +9.6% | +8.4% |
| 3M | +19.4% | -2.7% | +22.1% | +21.5% |
| 6M | +54.7% | +2.2% | +52.5% | +51.8% |
| YTD | +9.4% | +10.8% | -1.4% | +1.9% |
| 1Y | +22.6% | +11.2% | +11.3% | +13.9% |
| 3Y | +66.8% | +76.5% | -9.7% | +13.5% |
| 5Y | -20.5% | +72.9% | -93.4% | -44.7% |
| 10Y | +104.6% | +304.8% | -200.2% | -6.8% |
| All | +4.7% | +646.8% | -642.1% | -60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling