+34.9%
MIAX vs SPY
+20.2%
+14.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -3.0% |
| 7D | -2.2% | -0.8% | -1.4% | -1.7% |
| 30D | -4.6% | -1.1% | -3.6% | -4.0% |
| 3M | +0.5% | +3.9% | -3.4% | -1.6% |
| 6M | +5.0% | +13.6% | -8.6% | -3.6% |
| YTD | -6.6% | +12.7% | -19.2% | -13.8% |
| 1Y | +10.9% | +17.5% | -6.6% | +4.7% |
| All | +34.9% | +20.2% | +14.7% | +29.4% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling