-98.1%
NA vs SPY
+111.8%
-209.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | +16.1% | +0.1% | +16.0% | +16.2% |
| 3M | +12.0% | +2.0% | +10.0% | +10.5% |
| 6M | -25.3% | +13.0% | -38.3% | -32.0% |
| YTD | -28.9% | +13.5% | -42.4% | -35.4% |
| 1Y | -55.6% | +20.0% | -75.6% | -61.2% |
| 3Y | -78.5% | +77.2% | -155.6% | -87.5% |
| All | -98.1% | +111.8% | -209.9% | -99.3% |
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