-62.7%
LOFF vs SPY
+2.5%
-65.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +1.7% | -9.5% | -15.9% |
| 7D | -13.5% | -0.7% | -12.8% | -9.7% |
| 30D | -39.6% | -1.0% | -38.5% | -34.8% |
| 3M | -0.9% | -0.3% | -0.6% | +5.2% |
| All | -62.7% | +2.5% | -65.2% | -63.2% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling