-54.9%
POOL vs SPY
+71.5%
-126.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.4% | +2.1% | +2.1% |
| 7D | +2.9% | +0.1% | +2.9% | +2.8% |
| 30D | +38.6% | -3.3% | +41.9% | +42.8% |
| 3M | +7.8% | -2.4% | +10.3% | +10.1% |
| 6M | +19.4% | +2.6% | +16.8% | +15.5% |
| YTD | -1.4% | +11.2% | -12.7% | -12.5% |
| 1Y | -10.1% | +13.4% | -23.5% | -21.8% |
| 3Y | -29.4% | +79.9% | -109.3% | -64.9% |
| 5Y | -54.9% | +72.2% | -127.1% | -76.3% |
| All | -54.9% | +71.5% | -126.4% | -76.3% |
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 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