-53.4%
IT vs SPY
+79.4%
-132.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.8% | +1.1% |
| 7D | -6.8% | -0.9% | -5.9% | -6.2% |
| 30D | -0.6% | -2.4% | +1.8% | +1.2% |
| 3M | +3.1% | -1.2% | +4.2% | +3.8% |
| 6M | +25.5% | +3.3% | +22.2% | +21.3% |
| YTD | -23.5% | +12.3% | -35.8% | -31.5% |
| 1Y | -16.6% | +12.4% | -29.1% | -25.5% |
| All | -53.4% | +79.4% | -132.8% | -74.1% |
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