+71.4%
PLUS vs SPY
+82.0%
-10.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.7% |
| 7D | +5.5% | +0.1% | +5.4% | +5.4% |
| 30D | -2.3% | +0.1% | -2.3% | -2.3% |
| 3M | +14.6% | +2.0% | +12.6% | +12.0% |
| 6M | +15.0% | +13.0% | +2.0% | +1.0% |
| YTD | +6.0% | +13.5% | -7.5% | -7.3% |
| 1Y | +30.0% | +20.0% | +10.0% | +7.5% |
| 3Y | +40.7% | +77.2% | -36.5% | -21.5% |
| All | +71.4% | +82.0% | -10.6% | -7.6% |
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