-99.5%
POLA vs SPY
+288.7%
-388.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.3% | -6.2% | -6.2% |
| 7D | -40.7% | -2.7% | -38.0% | -39.5% |
| 30D | -72.2% | -5.4% | -66.8% | -70.8% |
| 3M | -82.9% | -4.1% | -78.8% | -82.2% |
| 6M | -83.2% | +0.7% | -84.0% | -83.2% |
| YTD | -80.8% | +8.7% | -89.5% | -82.1% |
| 1Y | -91.4% | +10.9% | -102.2% | -92.0% |
| 3Y | -94.9% | +75.0% | -169.9% | -97.0% |
| 5Y | -99.1% | +67.8% | -166.9% | -99.5% |
| All | -99.5% | +288.7% | -388.2% | -99.8% |
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