+821.8%
MYE vs SPY
+3,074.3%
-2,252.4%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.8% |
| 7D | +2.2% | +0.5% | +1.6% | +1.6% |
| 30D | -7.2% | -0.9% | -6.3% | -6.3% |
| 3M | +30.2% | +3.9% | +26.3% | +25.0% |
| 6M | +49.6% | +14.5% | +35.1% | +29.9% |
| YTD | +72.3% | +12.9% | +59.3% | +52.0% |
| 1Y | +104.1% | +19.4% | +84.7% | +70.1% |
| 3Y | +97.8% | +78.5% | +19.4% | +8.7% |
| 5Y | +71.7% | +81.8% | -10.0% | -9.2% |
| 10Y | +202.3% | +311.5% | -109.2% | -29.9% |
| All | +821.8% | +3,074.3% | -2,252.4% | -29.1% |
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