+4,086.1%
PLUS vs SPY
+1,558.1%
+2,528.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.3% | +11.4% | +11.6% |
| 7D | -0.9% | -2.7% | +1.8% | +1.0% |
| 30D | -0.7% | -5.4% | +4.7% | +2.9% |
| 3M | +2.3% | -4.1% | +6.4% | +5.2% |
| 6M | +11.1% | +0.7% | +10.4% | +10.8% |
| YTD | +6.0% | +8.7% | -2.6% | +0.9% |
| 1Y | +27.1% | +10.9% | +16.2% | +19.6% |
| 3Y | +45.3% | +75.0% | -29.7% | +5.0% |
| 5Y | +52.9% | +67.8% | -14.9% | +13.8% |
| 10Y | +283.1% | +312.9% | -29.7% | +89.1% |
| All | +4,086.1% | +1,558.1% | +2,528.0% | +1,859.8% |
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