+5,696.8%
POWL vs SPY
+2,954.7%
+2,742.1%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.3% | +6.1% | +6.2% |
| 7D | -14.8% | -2.7% | -12.1% | -12.6% |
| 30D | -32.7% | -5.4% | -27.3% | -29.1% |
| 3M | -35.8% | -4.1% | -31.7% | -33.0% |
| 6M | -58.4% | +0.7% | -59.1% | -58.1% |
| YTD | +25.4% | +8.7% | +16.8% | +19.4% |
| 1Y | +6.7% | +10.9% | -4.2% | +0.1% |
| 3Y | +403.3% | +75.0% | +328.3% | +241.0% |
| 5Y | +1,453.7% | +67.8% | +1,385.9% | +978.3% |
| 10Y | +1,322.9% | +312.9% | +1,010.1% | +419.3% |
| All | +5,696.8% | +2,954.7% | +2,742.1% | +1,017.7% |
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 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