+15.2%
MAX vs SPY
+12.1%
+3.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +3.6% | +2.6% | +1.0% | +2.9% |
| 30D | +38.3% | -2.0% | +40.2% | +38.9% |
| 3M | +10.9% | -2.8% | +13.6% | +11.7% |
| 6M | +73.7% | +2.1% | +71.5% | +71.1% |
| YTD | +13.6% | +11.5% | +2.1% | +6.5% |
| 1Y | +15.2% | +13.5% | +1.7% | +5.7% |
| All | +15.2% | +12.1% | +3.1% | +5.7% |
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