+207.1%
PY vs SPY
+339.6%
-132.4%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.1% |
| 7D | +1.8% | +3.3% | -1.4% | -0.5% |
| 30D | +3.8% | -2.7% | +6.5% | +5.8% |
| 3M | +3.5% | -1.7% | +5.2% | +4.6% |
| 6M | +11.9% | +3.1% | +8.8% | +9.1% |
| YTD | +15.0% | +11.9% | +3.1% | +5.5% |
| 1Y | +16.2% | +12.0% | +4.2% | +6.5% |
| 3Y | +60.8% | +78.2% | -17.4% | +5.1% |
| 5Y | +50.3% | +73.2% | -22.9% | -0.6% |
| 10Y | +187.5% | +309.6% | -122.2% | +24.4% |
| All | +207.1% | +339.6% | -132.4% | +31.1% |
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