-88.9%
INV vs SPY
+77.0%
-165.9%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | -11.9% | +0.1% | -12.0% | -12.0% |
| 30D | -67.5% | +0.1% | -67.6% | -67.5% |
| 3M | -83.4% | +2.0% | -85.4% | -83.4% |
| 6M | -66.4% | +13.0% | -79.4% | -67.6% |
| YTD | -73.4% | +13.5% | -87.0% | -74.4% |
| 1Y | -79.7% | +20.0% | -99.6% | -80.5% |
| 3Y | -89.5% | +77.2% | -166.7% | -89.8% |
| All | -88.9% | +77.0% | -165.9% | -89.3% |
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