-0.2%
POST vs SPY
+75.1%
-75.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | -0.2% | -2.7% | +2.5% | +0.1% |
| 30D | +14.5% | -5.4% | +19.9% | +15.2% |
| 3M | -8.0% | -4.1% | -3.9% | -7.6% |
| 6M | -19.9% | +0.7% | -20.7% | -20.4% |
| YTD | -16.2% | +8.7% | -24.8% | -18.1% |
| 1Y | -20.8% | +10.9% | -31.7% | -23.0% |
| 3Y | -0.2% | +75.0% | -75.2% | -20.8% |
| All | -0.2% | +75.1% | -75.3% | -20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling