+36.3%
M vs SPY
+19.4%
+16.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.0% |
| 7D | +2.4% | +0.5% | +1.8% | +1.8% |
| 30D | -11.6% | -0.9% | -10.7% | -10.7% |
| 3M | +1.6% | +3.9% | -2.3% | -2.6% |
| 6M | +25.2% | +14.5% | +10.7% | +7.2% |
| YTD | +3.8% | +12.9% | -9.2% | -9.4% |
| 1Y | +36.3% | +19.4% | +17.0% | +8.5% |
| All | +36.3% | +19.4% | +16.9% | +8.5% |
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 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 · 6 months rolling