+156.5%
POWA vs SPY
+318.9%
-162.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.3% |
| 7D | -3.9% | -2.0% | -1.9% | -2.4% |
| 30D | -7.1% | -1.7% | -5.4% | -5.8% |
| 3M | -0.3% | +4.7% | -5.1% | -4.2% |
| 6M | -3.1% | +12.5% | -15.6% | -12.2% |
| YTD | -3.1% | +11.7% | -14.8% | -11.7% |
| 1Y | -0.9% | +17.5% | -18.4% | -13.4% |
| 3Y | +33.5% | +76.6% | -43.0% | -17.4% |
| 5Y | +34.6% | +82.0% | -47.4% | -19.9% |
| All | +156.5% | +318.9% | -162.4% | -26.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling