+44.9%
IR vs SPY
+72.1%
-27.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | +2.5% | +2.6% | -0.1% | -0.5% |
| 30D | +9.2% | -2.0% | +11.1% | +11.6% |
| 3M | +0.9% | -2.8% | +3.7% | +4.2% |
| 6M | +19.2% | +2.1% | +17.1% | +16.1% |
| YTD | +7.5% | +11.5% | -4.0% | -5.5% |
| 1Y | +11.7% | +13.5% | -1.7% | -3.6% |
| 3Y | +23.9% | +77.7% | -53.8% | -35.6% |
| All | +44.9% | +72.1% | -27.2% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling