-34.2%
IIIV vs SPY
+11.9%
-46.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.1% |
| 7D | +6.5% | -0.6% | +7.1% | +6.4% |
| 30D | +20.9% | -3.7% | +24.6% | +21.8% |
| 3M | +15.0% | -2.7% | +17.7% | +15.5% |
| 6M | -8.6% | +2.2% | -10.8% | -9.9% |
| YTD | -23.3% | +10.8% | -34.1% | -27.0% |
| 1Y | -34.2% | +11.2% | -45.5% | -37.7% |
| All | -34.2% | +11.9% | -46.2% | -37.7% |
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