+44.1%
IR vs SPY
+67.4%
-23.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.0% |
| 7D | +3.7% | -2.7% | +6.4% | +6.8% |
| 30D | +7.4% | -5.4% | +12.8% | +14.4% |
| 3M | -5.9% | -4.1% | -1.8% | -1.4% |
| 6M | +5.6% | +0.7% | +4.9% | +4.4% |
| YTD | +4.8% | +8.7% | -3.8% | -5.0% |
| 1Y | +6.9% | +10.9% | -3.9% | -5.3% |
| 3Y | +27.6% | +75.0% | -47.4% | -32.4% |
| All | +44.1% | +67.4% | -23.2% | -19.7% |
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