-22.7%
NPV vs SPY
+81.8%
-104.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.3% |
| 7D | -1.2% | +0.5% | -1.7% | -1.2% |
| 30D | -6.1% | -0.9% | -5.2% | -6.0% |
| 3M | -9.7% | +3.9% | -13.6% | -10.3% |
| 6M | -9.2% | +14.5% | -23.7% | -11.2% |
| YTD | -3.3% | +12.9% | -16.3% | -5.3% |
| 1Y | -4.6% | +19.4% | -23.9% | -7.3% |
| 3Y | +20.1% | +78.5% | -58.4% | +7.6% |
| 5Y | -22.7% | +81.8% | -104.4% | -32.2% |
| All | -22.7% | +81.8% | -104.4% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling