-99.0%
POM vs SPY
+15.2%
-114.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.8% | -0.5% | -14.3% | -14.3% |
| 7D | -27.9% | +0.5% | -28.4% | -28.2% |
| 30D | -18.3% | -0.9% | -17.3% | -17.5% |
| 3M | -64.9% | +3.9% | -68.8% | -65.7% |
| 6M | -84.4% | +14.5% | -98.9% | -87.7% |
| YTD | -86.7% | +12.9% | -99.6% | -89.5% |
| All | -99.0% | +15.2% | -114.3% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling