+51.1%
PY vs SPY
+81.8%
-30.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.6% |
| 7D | -0.6% | +0.5% | -1.2% | -1.0% |
| 30D | -0.3% | -0.9% | +0.7% | +0.5% |
| 3M | +6.5% | +3.9% | +2.7% | +3.2% |
| 6M | +10.0% | +14.5% | -4.5% | -1.5% |
| YTD | +10.8% | +12.9% | -2.1% | +0.3% |
| 1Y | +12.7% | +19.4% | -6.7% | -2.6% |
| 3Y | +50.7% | +78.5% | -27.7% | -6.0% |
| 5Y | +51.1% | +81.8% | -30.6% | -8.5% |
| All | +51.1% | +81.8% | -30.6% | -8.5% |
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 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