+12.4%
O vs SPY
+71.5%
-59.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | -0.1% |
| 7D | +3.3% | +0.1% | +3.3% | +3.2% |
| 30D | +10.3% | -3.3% | +13.7% | +11.6% |
| 3M | -3.5% | -2.4% | -1.0% | -2.7% |
| 6M | -1.3% | +2.6% | -3.8% | -2.6% |
| YTD | +10.3% | +11.2% | -0.9% | +5.1% |
| 1Y | +10.4% | +13.4% | -3.0% | +4.2% |
| 3Y | +40.0% | +79.9% | -39.9% | +2.3% |
| 5Y | +12.4% | +72.2% | -59.8% | -16.1% |
| All | +12.4% | +71.5% | -59.1% | -16.1% |
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 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