+65.2%
POWR vs SPY
+614.8%
-549.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.0% |
| 7D | -3.2% | -2.7% | -0.4% | -0.9% |
| 30D | -4.5% | -5.4% | +0.9% | +0.1% |
| 3M | -7.6% | -4.1% | -3.5% | -4.3% |
| 6M | -13.3% | +0.7% | -14.0% | -13.9% |
| YTD | +4.1% | +8.7% | -4.6% | -3.5% |
| 1Y | +1.2% | +10.9% | -9.7% | -7.9% |
| 3Y | +13.2% | +75.0% | -61.8% | -32.7% |
| 5Y | +63.1% | +67.8% | -4.7% | -0.8% |
| 10Y | +100.2% | +312.9% | -212.6% | -49.1% |
| All | +65.2% | +614.8% | -549.6% | -72.4% |
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