+103.4%
POWR vs SPY
+311.8%
-208.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | -0.4% |
| 7D | +0.4% | -0.9% | +1.3% | +1.2% |
| 30D | -2.0% | -2.4% | +0.3% | -0.1% |
| 3M | -6.7% | -1.2% | -5.6% | -5.9% |
| 6M | -10.0% | +3.3% | -13.3% | -12.6% |
| YTD | +7.1% | +12.3% | -5.2% | -3.3% |
| 1Y | +2.4% | +12.4% | -10.0% | -7.5% |
| 3Y | +19.0% | +78.8% | -59.9% | -29.6% |
| 5Y | +69.1% | +75.2% | -6.0% | +0.6% |
| 10Y | +103.4% | +311.1% | -207.8% | -44.5% |
| All | +103.4% | +311.8% | -208.4% | -44.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling