+74.7%
POWR vs SPY
+646.9%
-572.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +1.0% |
| 7D | +1.3% | +0.1% | +1.1% | +1.2% |
| 30D | -2.9% | +0.1% | -2.9% | -2.9% |
| 3M | -7.2% | +2.0% | -9.2% | -8.8% |
| 6M | -1.9% | +13.0% | -14.9% | -12.1% |
| YTD | +10.1% | +13.5% | -3.4% | -1.7% |
| 1Y | +9.7% | +20.0% | -10.3% | -6.8% |
| 3Y | +16.8% | +77.2% | -60.4% | -31.2% |
| 5Y | +102.0% | +81.9% | +20.1% | +13.9% |
| 10Y | +107.5% | +314.1% | -206.5% | -47.2% |
| All | +74.7% | +646.9% | -572.1% | -71.9% |
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