+8,943.8%
MTD vs SPY
+1,268.7%
+7,675.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | -3.8% | +0.1% | -3.9% | -3.9% |
| 30D | -5.4% | +0.1% | -5.4% | -5.4% |
| 3M | +14.0% | +2.0% | +12.0% | +11.9% |
| 6M | +4.6% | +13.0% | -8.5% | -6.1% |
| YTD | -3.5% | +13.5% | -17.1% | -13.7% |
| 1Y | +4.5% | +20.0% | -15.5% | -11.0% |
| 3Y | +10.0% | +77.2% | -67.1% | -32.3% |
| 5Y | -14.6% | +81.9% | -96.5% | -48.0% |
| 10Y | +235.0% | +314.1% | -79.0% | +5.6% |
| All | +8,943.8% | +1,268.7% | +7,675.1% | +1,077.3% |
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