+232.8%
POR vs SPY
+741.8%
-509.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -1.4% |
| 7D | +1.0% | +0.1% | +0.9% | +0.8% |
| 30D | +1.3% | -3.3% | +4.6% | +3.2% |
| 3M | -5.1% | -2.4% | -2.7% | -3.9% |
| 6M | -3.1% | +2.6% | -5.6% | -5.1% |
| YTD | -1.0% | +11.2% | -12.2% | -8.2% |
| 1Y | +0.4% | +13.4% | -13.0% | -8.1% |
| 3Y | +30.3% | +79.9% | -49.6% | -13.2% |
| 5Y | +15.3% | +72.2% | -56.9% | -22.3% |
| 10Y | +56.5% | +307.3% | -250.8% | -41.1% |
| All | +232.8% | +741.8% | -509.0% | -26.2% |
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