+715.1%
MYE vs SPY
+3,034.0%
-2,318.8%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.5% |
| 7D | +4.2% | +2.6% | +1.6% | +1.5% |
| 30D | -6.6% | -2.0% | -4.6% | -4.4% |
| 3M | -15.1% | -2.8% | -12.3% | -12.4% |
| 6M | +24.5% | +2.1% | +22.4% | +22.0% |
| YTD | +52.3% | +11.5% | +40.8% | +36.5% |
| 1Y | +62.5% | +13.5% | +49.0% | +43.0% |
| 3Y | +83.7% | +77.7% | +6.0% | +1.6% |
| 5Y | +51.7% | +72.6% | -20.9% | -15.1% |
| 10Y | +166.6% | +308.2% | -141.6% | -37.8% |
| All | +715.1% | +3,034.0% | -2,318.8% | -36.3% |
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