+43.3%
IR vs SPY
+81.8%
-38.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.0% |
| 7D | +0.6% | +0.5% | +0.1% | 0.0% |
| 30D | -13.6% | -0.9% | -12.7% | -12.6% |
| 3M | +3.7% | +3.9% | -0.2% | -0.8% |
| 6M | -13.1% | +14.5% | -27.6% | -25.8% |
| YTD | -5.1% | +12.9% | -18.0% | -17.6% |
| 1Y | -6.5% | +19.4% | -25.8% | -23.9% |
| 3Y | +8.5% | +78.5% | -70.0% | -43.8% |
| 5Y | +43.3% | +81.8% | -38.4% | -27.6% |
| All | +43.3% | +81.8% | -38.5% | -27.6% |
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