-16.8%
MEME vs SPY
+14.7%
-31.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -0.5% |
| 7D | +8.8% | -0.4% | +9.1% | +10.1% |
| 30D | +6.9% | -1.4% | +8.3% | +12.5% |
| 3M | -14.5% | +3.7% | -18.2% | -23.7% |
| 6M | +26.3% | +13.0% | +13.3% | -12.3% |
| YTD | +31.8% | +12.4% | +19.4% | -6.3% |
| All | -16.8% | +14.7% | -31.5% | -42.9% |
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