-66.2%
POWW vs SPY
+67.4%
-133.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.8% |
| 7D | -3.0% | -2.7% | -0.3% | +0.2% |
| 30D | +3.1% | -5.4% | +8.5% | +10.1% |
| 3M | +6.5% | -4.1% | +10.6% | +11.5% |
| 6M | +15.0% | +0.7% | +14.3% | +13.1% |
| YTD | +34.5% | +8.7% | +25.8% | +20.3% |
| 1Y | +42.0% | +10.9% | +31.1% | +23.9% |
| 3Y | -16.4% | +75.0% | -91.4% | -59.9% |
| All | -66.2% | +67.4% | -133.5% | -82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling