-98.9%
POM vs SPY
+15.9%
-114.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.3% |
| 7D | -12.6% | +0.1% | -12.7% | -12.8% |
| 30D | +18.6% | +0.1% | +18.5% | +18.5% |
| 3M | -53.9% | +2.0% | -55.9% | -54.0% |
| 6M | -81.1% | +13.0% | -94.1% | -85.2% |
| YTD | -84.4% | +13.5% | -97.9% | -87.7% |
| All | -98.9% | +15.9% | -114.7% | -99.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling