+1,412.6%
L vs SPY
+3,091.8%
-1,679.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | -5.5% | +0.1% | -5.6% | -5.6% |
| 3M | +4.1% | +2.0% | +2.1% | +1.6% |
| 6M | -1.9% | +13.0% | -14.9% | -13.4% |
| YTD | +4.0% | +13.5% | -9.6% | -8.9% |
| 1Y | +12.3% | +20.0% | -7.6% | -6.9% |
| 3Y | +77.0% | +77.2% | -0.2% | -1.5% |
| 5Y | +103.0% | +81.9% | +21.1% | +8.0% |
| 10Y | +174.3% | +314.1% | -139.8% | -31.9% |
| All | +1,412.6% | +3,091.8% | -1,679.2% | -26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling