+248.8%
POR vs SPY
+759.2%
-510.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | -1.0% | +0.1% | -1.0% | -1.0% |
| 3M | -0.8% | +2.0% | -2.8% | -2.2% |
| 6M | -8.1% | +13.0% | -21.1% | -15.2% |
| YTD | +3.8% | +13.5% | -9.8% | -4.8% |
| 1Y | +19.5% | +20.0% | -0.5% | +5.7% |
| 3Y | +27.0% | +77.2% | -50.2% | -14.4% |
| 5Y | +16.1% | +81.9% | -65.8% | -24.4% |
| 10Y | +65.8% | +314.1% | -248.3% | -38.1% |
| All | +248.8% | +759.2% | -510.5% | -23.5% |
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