+370.9%
POST vs SPY
+622.9%
-252.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.2% |
| 7D | -0.2% | -2.7% | +2.5% | +1.4% |
| 30D | +14.5% | -5.4% | +19.9% | +18.3% |
| 3M | -8.0% | -4.1% | -3.9% | -5.9% |
| 6M | -19.9% | +0.7% | -20.7% | -21.0% |
| YTD | -16.2% | +8.7% | -24.8% | -21.5% |
| 1Y | -20.8% | +10.9% | -31.7% | -27.0% |
| 3Y | -0.2% | +75.0% | -75.2% | -34.9% |
| 5Y | +20.9% | +67.8% | -46.9% | -20.0% |
| 10Y | +71.3% | +312.9% | -241.5% | -49.9% |
| All | +370.9% | +622.9% | -252.1% | -10.0% |
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