-11.4%
III vs SPY
+665.1%
-676.5%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.3% |
| 7D | +2.1% | +0.1% | +2.0% | +2.0% |
| 30D | +22.9% | +0.1% | +22.9% | +22.9% |
| 3M | +21.9% | +2.0% | +19.9% | +19.9% |
| 6M | +10.4% | +13.0% | -2.6% | +1.4% |
| YTD | -7.4% | +13.5% | -20.9% | -15.0% |
| 1Y | +2.9% | +20.0% | -17.1% | -8.9% |
| 3Y | +17.3% | +77.2% | -59.9% | -20.3% |
| 5Y | -15.2% | +81.9% | -97.1% | -42.8% |
| 10Y | +66.8% | +314.1% | -247.2% | -25.1% |
| All | -11.4% | +665.1% | -676.5% | -66.6% |
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