-79.7%
INV vs SPY
+20.8%
-100.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +2.4% |
| 7D | -11.9% | +0.1% | -12.0% | -12.4% |
| 30D | -67.5% | +0.1% | -67.6% | -67.1% |
| 3M | -83.4% | +2.0% | -85.4% | -83.8% |
| 6M | -66.4% | +13.0% | -79.4% | -76.0% |
| YTD | -73.4% | +13.5% | -87.0% | -81.0% |
| 1Y | -79.7% | +20.0% | -99.6% | -88.2% |
| All | -79.7% | +20.8% | -100.5% | -88.2% |
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