+2,191.7%
R vs SPY
+2,954.7%
-763.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.7% |
| 7D | -5.7% | -2.7% | -3.0% | -3.0% |
| 30D | +14.7% | -5.4% | +20.1% | +21.2% |
| 3M | +2.0% | -4.1% | +6.1% | +6.2% |
| 6M | +11.2% | +0.7% | +10.5% | +9.9% |
| YTD | +40.9% | +8.7% | +32.2% | +29.0% |
| 1Y | +61.8% | +10.9% | +50.9% | +45.2% |
| 3Y | +182.2% | +75.0% | +107.2% | +58.6% |
| 5Y | +244.9% | +67.8% | +177.1% | +101.9% |
| 10Y | +421.0% | +312.9% | +108.2% | +27.7% |
| All | +2,191.7% | +2,954.7% | -763.0% | -11.1% |
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