-90.1%
INV vs SPY
+76.5%
-166.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.1% | -4.0% |
| 7D | -6.7% | -0.4% | -6.3% | -6.3% |
| 30D | -68.8% | -1.4% | -67.5% | -68.2% |
| 3M | -81.6% | +3.7% | -85.3% | -81.9% |
| 6M | -65.6% | +13.0% | -78.6% | -68.1% |
| YTD | -74.9% | +12.4% | -87.3% | -76.5% |
| 1Y | -81.3% | +18.5% | -99.8% | -82.7% |
| All | -90.1% | +76.5% | -166.6% | -90.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling