-79.0%
MENS vs SPY
+29.4%
-108.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -0.5% | -10.7% | -10.1% |
| 7D | -6.6% | +0.5% | -7.2% | -7.6% |
| 30D | +4.4% | -0.9% | +5.4% | +6.5% |
| 3M | +6.0% | +3.9% | +2.1% | -3.5% |
| 6M | -1.9% | +14.5% | -16.4% | -31.2% |
| YTD | -46.3% | +12.9% | -59.3% | -61.2% |
| 1Y | -96.2% | +19.4% | -115.6% | -97.1% |
| All | -79.0% | +29.4% | -108.4% | -86.2% |
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