-78.4%
LIVE vs SPY
+67.4%
-145.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.3% | -5.0% | -4.8% |
| 7D | -2.1% | -2.7% | +0.6% | -1.2% |
| 30D | -4.7% | -5.4% | +0.7% | -3.0% |
| 3M | -25.8% | -4.1% | -21.7% | -24.9% |
| 6M | -43.3% | +0.7% | -44.0% | -43.7% |
| YTD | -51.7% | +8.7% | -60.4% | -53.4% |
| 1Y | -47.1% | +10.9% | -58.0% | -49.3% |
| 3Y | -73.5% | +75.0% | -148.5% | -78.8% |
| All | -78.4% | +67.4% | -145.8% | -82.6% |
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 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