+499.9%
P vs SPY
+352.3%
+147.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.3% |
| 7D | -13.3% | -0.6% | -12.7% | -11.8% |
| 30D | -34.0% | -3.7% | -30.3% | -29.1% |
| 3M | +4.1% | -2.7% | +6.8% | +10.6% |
| 6M | +30.5% | +2.2% | +28.3% | +30.2% |
| YTD | +52.2% | +10.8% | +41.4% | +36.0% |
| 1Y | +10.3% | +11.2% | -1.0% | -1.7% |
| 3Y | +180.9% | +76.5% | +104.4% | +37.9% |
| 5Y | +259.7% | +72.9% | +186.8% | +84.3% |
| 10Y | +652.6% | +304.8% | +347.8% | +37.2% |
| All | +499.9% | +352.3% | +147.5% | +3.7% |
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 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