+4,085.7%
PLUS vs SPY
+1,632.5%
+2,453.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.6% |
| 7D | +5.5% | +0.1% | +5.4% | +5.5% |
| 30D | -2.3% | +0.1% | -2.3% | -2.3% |
| 3M | +14.6% | +2.0% | +12.6% | +13.1% |
| 6M | +15.0% | +13.0% | +2.0% | +6.6% |
| YTD | +6.0% | +13.5% | -7.5% | -2.0% |
| 1Y | +30.0% | +20.0% | +10.0% | +16.4% |
| 3Y | +40.7% | +77.2% | -36.5% | +0.6% |
| 5Y | +71.0% | +81.9% | -10.9% | +21.3% |
| 10Y | +303.5% | +314.1% | -10.6% | +96.9% |
| All | +4,085.7% | +1,632.5% | +2,453.2% | +1,803.6% |
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 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