-54.9%
MAX vs SPY
+144.8%
-199.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.9% |
| 7D | -5.1% | -0.6% | -4.6% | -4.7% |
| 30D | +42.4% | -3.7% | +46.1% | +48.0% |
| 3M | +6.1% | -2.7% | +8.9% | +8.9% |
| 6M | +57.7% | +2.2% | +55.6% | +51.4% |
| YTD | +11.0% | +10.8% | +0.1% | -4.1% |
| 1Y | +11.0% | +11.2% | -0.3% | -4.5% |
| 3Y | +56.4% | +76.5% | -20.1% | -28.6% |
| 5Y | -10.5% | +72.9% | -83.4% | -56.4% |
| All | -54.9% | +144.8% | -199.7% | -85.7% |
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 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