+2,220.4%
POWL vs SPY
+82.0%
+2,138.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.9% |
| 7D | -0.8% | +0.1% | -1.0% | -0.9% |
| 30D | -13.0% | +0.1% | -13.1% | -13.0% |
| 3M | -39.6% | +2.0% | -41.6% | -40.6% |
| 6M | +6.1% | +13.0% | -7.0% | -6.8% |
| YTD | +70.7% | +13.5% | +57.2% | +48.9% |
| 1Y | +101.2% | +20.0% | +81.2% | +66.4% |
| 3Y | +552.2% | +77.2% | +475.0% | +302.9% |
| All | +2,220.4% | +82.0% | +2,138.3% | +1,266.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling