+137.8%
INFL vs SPY
+118.9%
+18.9%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | +6.9% | +0.1% | +6.8% | +6.8% |
| 3M | +6.0% | +2.0% | +4.0% | +4.3% |
| 6M | +3.4% | +13.0% | -9.6% | -5.6% |
| YTD | +25.2% | +13.5% | +11.7% | +13.9% |
| 1Y | +29.6% | +20.0% | +9.6% | +13.1% |
| 3Y | +82.4% | +77.2% | +5.2% | +18.2% |
| 5Y | +96.0% | +81.9% | +14.1% | +23.3% |
| All | +137.8% | +118.9% | +18.9% | +26.3% |
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