+2.2%
POW vs SPY
+8.2%
-5.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.3% |
| 7D | -8.5% | -2.7% | -5.8% | -4.1% |
| 30D | -23.5% | -5.4% | -18.1% | -15.4% |
| 3M | -23.4% | -4.1% | -19.3% | -17.2% |
| 6M | -37.8% | +0.7% | -38.5% | -37.6% |
| YTD | +5.1% | +8.7% | -3.5% | -5.7% |
| 1Y | +1.8% | +10.9% | -9.1% | -10.5% |
| All | +2.2% | +8.2% | -5.9% | -7.9% |
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