+20.6%
MIAX vs SPY
+19.0%
+1.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.0% |
| 7D | +7.5% | +2.6% | +4.9% | +6.3% |
| 30D | +24.8% | -2.0% | +26.7% | +25.7% |
| 3M | -15.5% | -2.8% | -12.8% | -14.6% |
| 6M | -32.8% | +2.1% | -35.0% | -33.9% |
| YTD | -16.4% | +11.5% | -27.9% | -22.9% |
| 1Y | -23.8% | +13.5% | -37.2% | -30.4% |
| All | +20.6% | +19.0% | +1.7% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling