-21.6%
POST vs SPY
+20.8%
-42.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.4% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -5.1% | +0.1% | -5.2% | -5.1% |
| 3M | -4.6% | +2.0% | -6.6% | -4.0% |
| 6M | -20.6% | +13.0% | -33.6% | -22.3% |
| YTD | -14.5% | +13.5% | -28.1% | -16.6% |
| 1Y | -21.6% | +20.0% | -41.6% | -20.5% |
| All | -21.6% | +20.8% | -42.4% | -20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling