-97.8%
POLA vs SPY
+306.1%
-403.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | -22.5% | +0.1% | -22.5% | -22.5% |
| 3M | -36.1% | +2.0% | -38.1% | -36.7% |
| 6M | -6.8% | +13.0% | -19.8% | -15.6% |
| YTD | -17.4% | +13.5% | -30.9% | -25.7% |
| 1Y | -52.2% | +20.0% | -72.2% | -58.9% |
| 3Y | -85.9% | +77.2% | -163.1% | -91.7% |
| 5Y | -96.9% | +81.9% | -178.8% | -98.2% |
| All | -97.8% | +306.1% | -403.9% | -99.2% |
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