+406.0%
POWA vs SPY
+672.1%
-266.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | -2.8% | +0.1% | -2.8% | -2.8% |
| 3M | +2.0% | +2.0% | 0.0% | +0.5% |
| 6M | -2.5% | +13.0% | -15.5% | -10.4% |
| YTD | +0.3% | +13.5% | -13.2% | -8.2% |
| 1Y | +1.3% | +20.0% | -18.7% | -10.8% |
| 3Y | +35.3% | +77.2% | -41.9% | -9.0% |
| 5Y | +36.8% | +81.9% | -45.1% | -10.3% |
| 10Y | +162.0% | +314.1% | -152.1% | +2.0% |
| All | +406.0% | +672.1% | -266.1% | +38.3% |
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