-61.6%
POOL vs SPY
+81.8%
-143.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.7% | -3.7% |
| 7D | -3.0% | +0.5% | -3.5% | -3.5% |
| 30D | -13.5% | -0.9% | -12.5% | -12.6% |
| 3M | -1.4% | +3.9% | -5.2% | -5.2% |
| 6M | -15.3% | +14.5% | -29.9% | -26.7% |
| YTD | -20.9% | +12.9% | -33.8% | -30.5% |
| 1Y | -45.5% | +19.4% | -64.9% | -55.0% |
| 3Y | -45.7% | +78.5% | -124.2% | -72.5% |
| 5Y | -61.6% | +81.8% | -143.4% | -81.0% |
| All | -61.6% | +81.8% | -143.4% | -81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling