-1.7%
MINN vs SPY
+109.2%
-110.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.1% |
| 7D | +0.6% | -0.9% | +1.5% | +0.6% |
| 30D | +5.2% | -2.4% | +7.5% | +5.3% |
| 3M | -0.4% | -1.2% | +0.8% | -0.3% |
| 6M | -1.0% | +3.3% | -4.3% | -1.2% |
| YTD | -0.9% | +12.3% | -13.1% | -1.5% |
| 1Y | -0.4% | +12.4% | -12.9% | -1.1% |
| 3Y | +12.2% | +78.8% | -66.6% | +8.7% |
| 5Y | -2.3% | +75.2% | -77.5% | -5.8% |
| All | -1.7% | +109.2% | -110.9% | -5.4% |
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 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