+7,789.1%
POWL vs SPY
+3,091.8%
+4,697.4%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.8% |
| 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% | -40.2% |
| 6M | +6.1% | +13.0% | -7.0% | -2.8% |
| YTD | +70.7% | +13.5% | +57.2% | +55.6% |
| 1Y | +101.2% | +20.0% | +81.2% | +76.4% |
| 3Y | +552.2% | +77.2% | +475.0% | +334.5% |
| 5Y | +2,201.3% | +81.9% | +2,119.4% | +1,385.6% |
| 10Y | +1,613.6% | +314.1% | +1,299.5% | +517.6% |
| All | +7,789.1% | +3,091.8% | +4,697.4% | +1,356.8% |
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