+1,418.3%
L vs SPY
+2,954.7%
-1,536.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.6% |
| 7D | -1.4% | -2.7% | +1.3% | +1.0% |
| 30D | +3.8% | -5.4% | +9.2% | +9.0% |
| 3M | -5.4% | -4.1% | -1.3% | -2.0% |
| 6M | +4.3% | +0.7% | +3.6% | +2.5% |
| YTD | +4.4% | +8.7% | -4.3% | -5.1% |
| 1Y | +8.2% | +10.9% | -2.7% | -3.6% |
| 3Y | +69.2% | +75.0% | -5.8% | -5.1% |
| 5Y | +95.0% | +67.8% | +27.2% | +11.7% |
| 10Y | +176.8% | +312.9% | -136.1% | -31.4% |
| All | +1,418.3% | +2,954.7% | -1,536.4% | -23.5% |
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