+33,490.5%
POOL vs SPY
+2,088.7%
+31,401.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.4% | +2.1% | +2.5% |
| 7D | +2.9% | +0.1% | +2.9% | +2.8% |
| 30D | +38.6% | -3.3% | +41.9% | +42.0% |
| 3M | +7.8% | -2.4% | +10.3% | +9.7% |
| 6M | +19.4% | +2.6% | +16.8% | +16.4% |
| YTD | -1.4% | +11.2% | -12.7% | -10.0% |
| 1Y | -10.1% | +13.4% | -23.5% | -19.2% |
| 3Y | -29.4% | +79.9% | -109.3% | -56.6% |
| 5Y | -54.9% | +72.2% | -127.1% | -70.7% |
| 10Y | +165.7% | +307.3% | -141.6% | -11.3% |
| All | +33,490.5% | +2,088.7% | +31,401.7% | +6,106.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling