+6,068.2%
POWL vs SPY
+3,027.0%
+3,041.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.4% | +4.0% | +4.4% |
| 7D | -8.0% | +0.1% | -8.1% | -7.9% |
| 30D | -26.2% | -3.3% | -22.9% | -23.6% |
| 3M | -33.0% | -2.4% | -30.6% | -31.1% |
| 6M | -54.2% | +2.6% | -56.7% | -54.5% |
| YTD | +33.5% | +11.2% | +22.2% | +24.7% |
| 1Y | +16.6% | +13.4% | +3.2% | +7.4% |
| 3Y | +419.7% | +79.9% | +339.8% | +244.3% |
| 5Y | +1,531.0% | +72.2% | +1,458.8% | +1,008.4% |
| 10Y | +1,253.5% | +307.3% | +946.2% | +397.2% |
| All | +6,068.2% | +3,027.0% | +3,041.2% | +1,066.8% |
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