-55.6%
MAX vs SPY
+145.7%
-201.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.6% | -3.0% |
| 7D | -4.2% | +0.1% | -4.3% | -4.4% |
| 30D | +40.3% | -3.3% | +43.7% | +45.3% |
| 3M | +5.7% | -2.4% | +8.1% | +8.0% |
| 6M | +55.4% | +2.6% | +52.9% | +48.5% |
| YTD | +9.3% | +11.2% | -1.9% | -5.9% |
| 1Y | +11.0% | +13.4% | -2.4% | -6.7% |
| 3Y | +52.3% | +79.9% | -27.6% | -32.3% |
| 5Y | -12.5% | +72.2% | -84.7% | -57.1% |
| All | -55.6% | +145.7% | -201.3% | -86.0% |
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