+2,658.0%
NDAQ vs SPY
+1,090.0%
+1,568.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -1.7% |
| 7D | 0.0% | -0.9% | +0.9% | +0.8% |
| 30D | +16.3% | -2.4% | +18.7% | +19.0% |
| 3M | +15.8% | -1.2% | +17.0% | +16.9% |
| 6M | +24.8% | +3.3% | +21.5% | +19.8% |
| YTD | +14.1% | +12.3% | +1.8% | -0.1% |
| 1Y | +26.5% | +12.4% | +14.1% | +10.6% |
| 3Y | +119.1% | +78.8% | +40.3% | +14.2% |
| 5Y | +70.9% | +75.2% | -4.2% | -10.1% |
| 10Y | +479.7% | +311.1% | +168.6% | +12.3% |
| All | +2,658.0% | +1,090.0% | +1,568.0% | +119.9% |
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