+2,327.9%
NDAQ vs SPY
+1,103.2%
+1,224.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.4% |
| 7D | -2.4% | +0.1% | -2.6% | -2.5% |
| 30D | +2.5% | +0.1% | +2.4% | +2.4% |
| 3M | +9.9% | +2.0% | +7.9% | +7.3% |
| 6M | +9.4% | +13.0% | -3.6% | -4.6% |
| YTD | +0.4% | +13.5% | -13.1% | -12.8% |
| 1Y | +4.0% | +20.0% | -15.9% | -15.0% |
| 3Y | +94.4% | +77.2% | +17.2% | +2.6% |
| 5Y | +56.7% | +81.9% | -25.2% | -20.7% |
| 10Y | +375.3% | +314.1% | +61.2% | -8.4% |
| All | +2,327.9% | +1,103.2% | +1,224.6% | +91.8% |
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