+205.4%
PY vs SPY
+337.0%
-131.6%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.5% | +0.1% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | +3.9% | -3.3% | +7.2% | +6.3% |
| 3M | +2.9% | -2.4% | +5.4% | +4.6% |
| 6M | +11.3% | +2.6% | +8.8% | +8.9% |
| YTD | +14.4% | +11.2% | +3.1% | +5.4% |
| 1Y | +17.2% | +13.4% | +3.8% | +6.4% |
| 3Y | +62.1% | +79.9% | -17.8% | +5.2% |
| 5Y | +50.5% | +72.2% | -21.6% | 0.0% |
| 10Y | +204.1% | +307.3% | -103.3% | +32.1% |
| All | +205.4% | +337.0% | -131.6% | +30.9% |
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