+435.4%
POWA vs SPY
+663.5%
-228.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | -0.2% |
| 7D | +0.2% | -0.9% | +1.1% | +0.8% |
| 30D | +7.4% | -2.4% | +9.8% | +9.1% |
| 3M | +1.8% | -1.2% | +2.9% | +2.5% |
| 6M | +10.1% | +3.3% | +6.8% | +7.4% |
| YTD | +6.1% | +12.3% | -6.2% | -2.2% |
| 1Y | +6.2% | +12.4% | -6.3% | -2.3% |
| 3Y | +48.7% | +78.8% | -30.1% | -0.7% |
| 5Y | +44.6% | +75.2% | -30.6% | -2.8% |
| 10Y | +181.7% | +311.1% | -129.5% | +10.1% |
| All | +435.4% | +663.5% | -228.2% | +47.3% |
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