+32,883.6%
POOL vs SPY
+2,109.5%
+30,774.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.9% |
| 7D | -1.0% | -0.9% | -0.1% | -0.4% |
| 30D | +36.8% | -2.4% | +39.1% | +39.0% |
| 3M | +8.4% | -1.2% | +9.6% | +9.1% |
| 6M | +19.1% | +3.3% | +15.8% | +15.5% |
| YTD | -3.2% | +12.3% | -15.5% | -12.3% |
| 1Y | -12.5% | +12.4% | -24.9% | -20.8% |
| 3Y | -31.0% | +78.8% | -109.8% | -57.4% |
| 5Y | -57.9% | +75.2% | -133.1% | -73.1% |
| 10Y | +153.4% | +311.1% | -157.7% | -16.0% |
| All | +32,883.6% | +2,109.5% | +30,774.2% | +5,947.6% |
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