-51.3%
IT vs SPY
+78.7%
-130.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.5% | -6.9% | -6.9% |
| 7D | -9.1% | +0.5% | -9.7% | -9.5% |
| 30D | -7.0% | -0.9% | -6.1% | -6.2% |
| 3M | +7.6% | +3.9% | +3.7% | +4.0% |
| 6M | +2.1% | +14.5% | -12.4% | -10.5% |
| YTD | -31.6% | +12.9% | -44.5% | -38.9% |
| 1Y | -29.9% | +19.4% | -49.3% | -40.7% |
| 3Y | -51.3% | +78.5% | -129.7% | -73.2% |
| All | -51.3% | +78.7% | -130.0% | -73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling