-98.4%
INV vs SPY
+74.4%
-172.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -5.0% | -5.1% |
| 7D | +1.3% | +3.3% | -2.0% | -0.6% |
| 30D | -33.9% | -2.7% | -31.2% | -32.4% |
| 3M | -95.5% | -1.7% | -93.7% | -95.4% |
| 6M | -97.7% | +3.1% | -100.7% | -97.6% |
| YTD | -96.2% | +11.9% | -108.1% | -96.2% |
| 1Y | -95.7% | +12.0% | -107.7% | -95.8% |
| 3Y | -98.5% | +78.2% | -176.7% | -98.5% |
| All | -98.4% | +74.4% | -172.8% | -98.4% |
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 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