+228.1%
INDV vs SPY
+347.8%
-119.7%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | -9.8% | +0.1% | -9.8% | -9.8% |
| 3M | -6.7% | +2.0% | -8.7% | -7.1% |
| 6M | +8.6% | +13.0% | -4.4% | +6.2% |
| YTD | -2.6% | +13.5% | -16.2% | -4.8% |
| 1Y | +41.3% | +20.0% | +21.3% | +36.7% |
| 3Y | +53.6% | +77.2% | -23.5% | +42.8% |
| 5Y | +149.6% | +81.9% | +67.7% | +135.4% |
| 10Y | +62.9% | +314.1% | -251.2% | +16.4% |
| All | +228.1% | +347.8% | -119.7% | +136.5% |
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