+5,387.7%
O vs SPY
+2,765.4%
+2,622.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | -0.7% | +0.1% | -0.9% | -0.8% |
| 30D | -1.9% | +0.1% | -1.9% | -1.9% |
| 3M | +3.8% | +2.0% | +1.8% | +1.9% |
| 6M | -4.7% | +13.0% | -17.8% | -13.5% |
| YTD | +12.5% | +13.5% | -1.1% | +1.6% |
| 1Y | +10.8% | +20.0% | -9.1% | -4.1% |
| 3Y | +28.8% | +77.2% | -48.4% | -19.1% |
| 5Y | +13.2% | +81.9% | -68.7% | -31.5% |
| 10Y | +53.5% | +314.1% | -260.6% | -50.2% |
| All | +5,387.7% | +2,765.4% | +2,622.4% | +579.0% |
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