+68.1%
PANL vs SPY
+20.8%
+47.2%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.5% |
| 7D | +7.4% | +0.1% | +7.3% | +7.3% |
| 30D | +19.6% | +0.1% | +19.5% | +19.5% |
| 3M | +19.1% | +2.0% | +17.1% | +16.6% |
| 6M | -5.3% | +13.0% | -18.3% | -18.9% |
| YTD | +27.3% | +13.5% | +13.8% | +8.5% |
| 1Y | +68.1% | +20.0% | +48.1% | +34.3% |
| All | +68.1% | +20.8% | +47.2% | +34.3% |
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 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