+2,037.3%
R vs SPY
+3,091.8%
-1,054.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.0% |
| 7D | +1.0% | +0.1% | +0.9% | +0.9% |
| 30D | -6.1% | +0.1% | -6.1% | -6.1% |
| 3M | -5.9% | +2.0% | -7.8% | -7.9% |
| 6M | +16.4% | +13.0% | +3.4% | +2.6% |
| YTD | +31.4% | +13.5% | +17.9% | +15.3% |
| 1Y | +34.0% | +20.0% | +14.1% | +11.1% |
| 3Y | +158.6% | +77.2% | +81.4% | +43.9% |
| 5Y | +251.5% | +81.9% | +169.6% | +89.8% |
| 10Y | +403.6% | +314.1% | +89.6% | +23.3% |
| All | +2,037.3% | +3,091.8% | -1,054.5% | -20.6% |
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