+261.9%
NPV vs SPY
+2,986.5%
-2,724.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.2% |
| 6M | -9.2% | +14.5% | -23.7% | -10.7% |
| YTD | -3.3% | +12.9% | -16.3% | -4.8% |
| 1Y | -4.6% | +19.4% | -23.9% | -6.7% |
| 3Y | +20.1% | +78.5% | -58.4% | +11.5% |
| 5Y | -22.7% | +81.8% | -104.4% | -28.7% |
| 10Y | +9.3% | +311.5% | -302.2% | -8.6% |
| All | +261.9% | +2,986.5% | -2,724.6% | +109.5% |
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