+69.2%
L vs SPY
+75.1%
-5.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -1.4% | -2.7% | +1.3% | -0.4% |
| 30D | +3.8% | -5.4% | +9.2% | +6.0% |
| 3M | -5.4% | -4.1% | -1.3% | -3.9% |
| 6M | +4.3% | +0.7% | +3.6% | +3.3% |
| YTD | +4.4% | +8.7% | -4.3% | -0.6% |
| 1Y | +8.2% | +10.9% | -2.7% | +1.9% |
| 3Y | +69.2% | +75.0% | -5.8% | +30.8% |
| All | +69.2% | +75.1% | -5.9% | +30.8% |
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