+284.7%
P vs SPY
+72.1%
+212.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.6% | -1.3% |
| 7D | +11.6% | +2.6% | +9.0% | +7.1% |
| 30D | -23.7% | -2.0% | -21.7% | -19.9% |
| 3M | -8.0% | -2.8% | -5.2% | -1.7% |
| 6M | +27.9% | +2.1% | +25.8% | +27.6% |
| YTD | +61.2% | +11.5% | +49.7% | +41.6% |
| 1Y | +28.6% | +13.5% | +15.2% | +10.3% |
| 3Y | +200.5% | +77.7% | +122.8% | +47.1% |
| All | +284.7% | +72.1% | +212.6% | +110.9% |
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