+200.5%
OR vs SPY
+72.2%
+128.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.4% | -3.5% |
| 7D | +13.2% | -0.6% | +13.8% | +13.5% |
| 30D | +4.5% | -3.7% | +8.2% | +6.8% |
| 3M | +8.1% | -2.7% | +10.9% | +9.9% |
| 6M | -4.9% | +2.2% | -7.0% | -5.6% |
| YTD | +3.4% | +10.8% | -7.4% | -1.3% |
| 1Y | +13.2% | +11.2% | +2.0% | +7.8% |
| 3Y | +193.4% | +76.5% | +116.9% | +121.0% |
| 5Y | +200.5% | +72.9% | +127.6% | +120.7% |
| All | +200.5% | +72.2% | +128.3% | +120.7% |
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