-82.0%
NA vs SPY
+78.7%
-160.7%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.8% | +2.4% |
| 7D | +14.5% | +0.5% | +14.0% | +14.3% |
| 30D | +23.1% | -0.9% | +24.1% | +23.6% |
| 3M | +9.6% | +3.9% | +5.7% | +8.4% |
| 6M | -22.6% | +14.5% | -37.2% | -26.3% |
| YTD | -27.3% | +12.9% | -40.2% | -30.3% |
| 1Y | -53.7% | +19.4% | -73.1% | -56.2% |
| 3Y | -82.0% | +78.5% | -160.4% | -84.7% |
| All | -82.0% | +78.7% | -160.7% | -84.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling