+198.9%
PY vs SPY
+346.1%
-147.1%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | +1.2% | +0.1% | +1.2% | +1.2% |
| 3M | +6.7% | +2.0% | +4.7% | +5.0% |
| 6M | +9.0% | +13.0% | -4.0% | -0.6% |
| YTD | +12.0% | +13.5% | -1.6% | +1.7% |
| 1Y | +13.3% | +20.0% | -6.7% | -1.2% |
| 3Y | +49.6% | +77.2% | -27.5% | -1.7% |
| 5Y | +50.7% | +81.9% | -31.2% | -3.5% |
| 10Y | +185.3% | +314.1% | -128.7% | +22.3% |
| All | +198.9% | +346.1% | -147.1% | +26.4% |
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 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