+28,045.8%
POOL vs SPY
+2,134.1%
+25,911.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.9% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | -9.8% | +0.1% | -9.8% | -9.8% |
| 3M | +1.8% | +2.0% | -0.2% | 0.0% |
| 6M | -14.2% | +13.0% | -27.2% | -22.4% |
| YTD | -17.4% | +13.5% | -30.9% | -25.6% |
| 1Y | -39.9% | +20.0% | -59.8% | -48.2% |
| 3Y | -47.0% | +77.2% | -124.2% | -66.9% |
| 5Y | -59.9% | +81.9% | -141.8% | -75.0% |
| 10Y | +109.1% | +314.1% | -205.0% | -30.9% |
| All | +28,045.8% | +2,134.1% | +25,911.7% | +5,030.3% |
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 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