-81.9%
PERF vs SPY
+108.2%
-190.1%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.9% |
| 7D | +3.1% | -1.0% | +4.1% | +3.9% |
| 30D | +3.1% | -1.2% | +4.3% | +4.0% |
| 3M | +3.6% | +2.5% | +1.2% | +1.4% |
| 6M | +17.1% | +8.0% | +9.1% | +10.0% |
| YTD | +9.9% | +12.9% | -3.0% | -0.5% |
| 1Y | +0.5% | +15.6% | -15.1% | -10.8% |
| 3Y | -28.9% | +88.1% | -117.0% | -58.1% |
| All | -81.9% | +108.2% | -190.1% | -90.7% |
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