+49.6%
POWA vs SPY
+78.0%
-28.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | 0.0% | +0.8% |
| 7D | +1.0% | +0.1% | +0.9% | +0.9% |
| 30D | +6.9% | -3.3% | +10.2% | +9.2% |
| 3M | +1.3% | -2.4% | +3.7% | +2.8% |
| 6M | +8.0% | +2.6% | +5.5% | +5.9% |
| YTD | +5.3% | +11.2% | -6.0% | -2.5% |
| 1Y | +6.0% | +13.4% | -7.4% | -3.1% |
| 3Y | +49.6% | +79.9% | -30.3% | -4.1% |
| All | +49.6% | +78.0% | -28.4% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling