+9.7%
POW vs SPY
+11.4%
-1.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.2% |
| 7D | +9.3% | +3.3% | +6.0% | +3.4% |
| 30D | -14.1% | -2.7% | -11.4% | -9.5% |
| 3M | -20.9% | -1.7% | -19.2% | -18.0% |
| 6M | -30.9% | +3.1% | -34.0% | -33.5% |
| YTD | +12.8% | +11.9% | +0.9% | -3.7% |
| 1Y | +9.2% | +12.0% | -2.8% | -6.9% |
| All | +9.7% | +11.4% | -1.7% | -6.0% |
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