-78.8%
LIVE vs SPY
+72.1%
-150.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.0% |
| 7D | +4.6% | +2.6% | +2.0% | +3.8% |
| 30D | -2.1% | -2.0% | -0.1% | -1.5% |
| 3M | -25.3% | -2.8% | -22.6% | -24.7% |
| 6M | -45.6% | +2.1% | -47.7% | -46.2% |
| YTD | -49.5% | +11.5% | -60.9% | -51.7% |
| 1Y | -34.2% | +13.5% | -47.6% | -37.3% |
| 3Y | -72.7% | +77.7% | -150.4% | -78.2% |
| All | -78.8% | +72.1% | -150.9% | -83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling