+11.1%
PL vs SPY
+67.0%
-55.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -4.4% | -5.7% | -1.7% |
| 7D | -20.5% | -4.7% | -15.8% | -12.7% |
| 30D | -38.8% | -5.9% | -32.9% | -30.8% |
| 3M | -49.1% | -4.5% | -44.6% | -43.9% |
| 6M | -69.4% | +1.8% | -71.2% | -69.2% |
| YTD | -42.3% | +8.3% | -50.7% | -48.2% |
| 1Y | -14.2% | +9.3% | -23.5% | -23.7% |
| 3Y | +398.7% | +74.9% | +323.8% | +121.1% |
| 5Y | +11.1% | +67.3% | -56.1% | -41.5% |
| All | +11.1% | +67.0% | -55.9% | -41.5% |
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