-40.8%
POWW vs SPY
+280.6%
-321.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | -1.3% | -0.6% | -0.7% | -0.9% |
| 30D | +3.6% | -3.7% | +7.3% | +6.0% |
| 3M | -9.8% | -2.7% | -7.0% | -8.3% |
| 6M | +14.4% | +2.2% | +12.2% | +12.5% |
| YTD | +35.1% | +10.8% | +24.3% | +26.4% |
| 1Y | +33.5% | +11.2% | +22.3% | +24.7% |
| 3Y | +6.0% | +76.5% | -70.5% | -23.1% |
| 5Y | -65.9% | +72.9% | -138.9% | -75.5% |
| All | -40.8% | +280.6% | -321.4% | -90.0% |
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