+20.2%
POST vs SPY
+82.0%
-61.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.6% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | -5.1% | +0.1% | -5.2% | -5.2% |
| 3M | -4.6% | +2.0% | -6.6% | -5.4% |
| 6M | -20.6% | +13.0% | -33.6% | -24.3% |
| YTD | -14.5% | +13.5% | -28.1% | -18.6% |
| 1Y | -21.6% | +20.0% | -41.6% | -27.0% |
| 3Y | -4.8% | +77.2% | -81.9% | -26.2% |
| All | +20.2% | +82.0% | -61.9% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling