-43.3%
POOL vs SPY
+18.8%
-62.1%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.7% |
| 7D | -2.8% | -0.4% | -2.4% | -2.5% |
| 30D | -10.4% | -1.4% | -9.1% | -9.5% |
| 3M | -6.9% | +3.7% | -10.6% | -8.9% |
| 6M | -15.4% | +13.0% | -28.4% | -23.1% |
| YTD | -20.7% | +12.4% | -33.1% | -27.7% |
| 1Y | -43.3% | +18.5% | -61.9% | -51.3% |
| All | -43.3% | +18.8% | -62.1% | -51.3% |
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