-35.4%
IIIV vs SPY
+9.9%
-45.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | +8.5% | -2.7% | +11.2% | +8.9% |
| 30D | +26.9% | -5.4% | +32.3% | +28.3% |
| 3M | -13.2% | -4.1% | -9.1% | -12.6% |
| 6M | -13.3% | +0.7% | -14.0% | -14.4% |
| YTD | -24.3% | +8.7% | -33.0% | -27.5% |
| 1Y | -35.4% | +10.9% | -46.3% | -39.9% |
| All | -35.4% | +9.9% | -45.3% | -39.9% |
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