+182.2%
R vs SPY
+75.1%
+107.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.7% |
| 7D | -5.7% | -2.7% | -3.0% | -2.9% |
| 30D | +14.7% | -5.4% | +20.1% | +21.4% |
| 3M | +2.0% | -4.1% | +6.1% | +6.3% |
| 6M | +11.2% | +0.7% | +10.5% | +9.5% |
| YTD | +40.9% | +8.7% | +32.2% | +27.4% |
| 1Y | +61.8% | +10.9% | +50.9% | +43.2% |
| 3Y | +182.2% | +75.0% | +107.2% | +51.4% |
| All | +182.2% | +75.1% | +107.1% | +51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling