+469.1%
P vs SPY
+343.5%
+125.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.1% |
| 7D | -23.8% | -2.7% | -21.1% | -19.9% |
| 30D | -36.6% | -5.4% | -31.2% | -30.1% |
| 3M | +10.9% | -4.1% | +15.0% | +20.2% |
| 6M | +30.0% | +0.7% | +29.3% | +32.6% |
| YTD | +44.4% | +8.7% | +35.7% | +32.8% |
| 1Y | +3.9% | +10.9% | -6.9% | -6.9% |
| 3Y | +176.6% | +75.0% | +101.6% | +37.6% |
| 5Y | +249.3% | +67.8% | +181.5% | +87.0% |
| 10Y | +726.9% | +312.9% | +414.1% | +49.1% |
| All | +469.1% | +343.5% | +125.6% | +1.3% |
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