+36.2%
ING vs SPY
+14.6%
+21.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.7% | +4.6% | +3.8% |
| 7D | -0.2% | -0.7% | +0.6% | +0.9% |
| 30D | -5.6% | -1.0% | -4.5% | -4.1% |
| 3M | -5.9% | -0.3% | -5.5% | -5.4% |
| 6M | +19.7% | +7.3% | +12.3% | +7.2% |
| YTD | +22.5% | +13.3% | +9.2% | +1.4% |
| 1Y | +36.2% | +14.8% | +21.4% | +11.2% |
| All | +36.2% | +14.6% | +21.5% | +11.2% |
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