+33.0%
REAL vs SPY
+11.9%
+21.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +2.5% |
| 7D | +17.4% | -0.6% | +18.0% | +18.7% |
| 30D | +52.9% | -3.7% | +56.6% | +65.2% |
| 3M | +25.2% | -2.7% | +27.9% | +32.4% |
| 6M | +45.3% | +2.2% | +43.1% | +36.3% |
| YTD | -5.5% | +10.8% | -16.3% | -29.5% |
| 1Y | +33.0% | +11.2% | +21.8% | -1.4% |
| All | +33.0% | +11.9% | +21.1% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling