-87.0%
LIVE vs SPY
+954.9%
-1,041.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | -4.2% | +0.1% | -4.4% | -4.3% |
| 30D | -8.2% | +0.1% | -8.3% | -8.3% |
| 3M | -7.7% | +2.0% | -9.7% | -8.7% |
| 6M | -37.1% | +13.0% | -50.1% | -40.6% |
| YTD | -40.5% | +13.5% | -54.1% | -44.0% |
| 1Y | -44.0% | +20.0% | -64.0% | -48.4% |
| 3Y | -69.6% | +77.2% | -146.8% | -76.8% |
| 5Y | -78.8% | +81.9% | -160.7% | -84.2% |
| 10Y | -20.7% | +314.1% | -334.8% | -60.4% |
| All | -87.0% | +954.9% | -1,041.9% | -95.8% |
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 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