-89.9%
NA vs SPY
+78.4%
-168.2%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.3% |
| 7D | -10.5% | -0.6% | -9.9% | -9.9% |
| 30D | -35.5% | -3.7% | -31.9% | -34.1% |
| 3M | -24.9% | -2.7% | -22.1% | -23.4% |
| 6M | -17.6% | +2.2% | -19.8% | -17.3% |
| YTD | -56.8% | +10.8% | -67.7% | -57.9% |
| 1Y | -70.0% | +11.2% | -81.3% | -70.8% |
| 3Y | -89.9% | +76.5% | -166.4% | -89.5% |
| All | -89.9% | +78.4% | -168.2% | -89.5% |
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