-12.4%
MAX vs SPY
+67.4%
-79.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -2.1% |
| 7D | -3.7% | -2.7% | -1.0% | -0.8% |
| 30D | +46.8% | -5.4% | +52.2% | +55.6% |
| 3M | +15.1% | -4.1% | +19.2% | +20.0% |
| 6M | +58.3% | +0.7% | +57.6% | +54.5% |
| YTD | +9.7% | +8.7% | +1.0% | -2.8% |
| 1Y | +11.7% | +10.9% | +0.8% | -3.4% |
| 3Y | +64.0% | +75.0% | -11.0% | -24.3% |
| All | -12.4% | +67.4% | -79.8% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling