-26.6%
MAXI vs SPY
+14.6%
-41.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.7% | +0.7% |
| 7D | -3.1% | -0.7% | -2.4% | -0.8% |
| 30D | -15.9% | -1.0% | -14.8% | -12.8% |
| 3M | +48.0% | -0.3% | +48.4% | +51.6% |
| 6M | +16.0% | +7.3% | +8.7% | -4.9% |
| YTD | -2.9% | +13.3% | -16.2% | -29.2% |
| 1Y | -26.6% | +14.8% | -41.4% | -48.8% |
| All | -26.6% | +14.6% | -41.2% | -48.8% |
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 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