+251.9%
NPV vs SPY
+2,929.4%
-2,677.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | +0.4% | -0.6% | +1.0% | +0.5% |
| 30D | +4.1% | -3.7% | +7.7% | +4.5% |
| 3M | -8.7% | -2.7% | -6.0% | -8.4% |
| 6M | -11.5% | +2.2% | -13.7% | -11.7% |
| YTD | -6.0% | +10.8% | -16.8% | -7.2% |
| 1Y | -7.8% | +11.2% | -19.0% | -9.0% |
| 3Y | +22.2% | +76.5% | -54.2% | +13.6% |
| 5Y | -19.3% | +72.9% | -92.3% | -25.1% |
| 10Y | +16.0% | +304.8% | -288.8% | -2.8% |
| All | +251.9% | +2,929.4% | -2,677.5% | +104.1% |
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