-62.2%
MAX vs SPY
+150.8%
-213.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -0.9% |
| 7D | -6.2% | +0.1% | -6.3% | -6.4% |
| 30D | -2.3% | +0.1% | -2.3% | -2.3% |
| 3M | +39.3% | +2.0% | +37.3% | +35.1% |
| 6M | +17.6% | +13.0% | +4.5% | -0.2% |
| YTD | -6.9% | +13.5% | -20.5% | -21.3% |
| 1Y | +0.6% | +20.0% | -19.4% | -20.9% |
| 3Y | +43.1% | +77.2% | -34.1% | -34.1% |
| 5Y | -48.3% | +81.9% | -130.1% | -76.3% |
| All | -62.2% | +150.8% | -213.0% | -88.3% |
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