+7.2%
OR vs SPY
+12.1%
-4.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.7% |
| 7D | -3.7% | +2.6% | -6.3% | -7.3% |
| 30D | +4.6% | -2.0% | +6.6% | +7.5% |
| 3M | +6.5% | -2.8% | +9.3% | +11.2% |
| 6M | -10.6% | +2.1% | -12.8% | -13.9% |
| YTD | -0.9% | +11.5% | -12.4% | -17.0% |
| 1Y | +7.2% | +13.5% | -6.2% | -12.0% |
| All | +7.2% | +12.1% | -4.8% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling