+344.7%
M vs SPY
+3,091.8%
-2,747.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +3.0% |
| 7D | +4.7% | +0.1% | +4.6% | +4.6% |
| 30D | -9.6% | +0.1% | -9.7% | -9.7% |
| 3M | +0.9% | +2.0% | -1.1% | -1.7% |
| 6M | +22.3% | +13.0% | +9.3% | +5.1% |
| YTD | +6.5% | +13.5% | -7.0% | -8.9% |
| 1Y | +38.8% | +20.0% | +18.8% | +11.2% |
| 3Y | +115.9% | +77.2% | +38.7% | +9.8% |
| 5Y | +28.6% | +81.9% | -53.2% | -33.6% |
| 10Y | -2.5% | +314.1% | -316.6% | -79.8% |
| All | +344.7% | +3,091.8% | -2,747.0% | -87.6% |
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 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