-17.5%
REAL vs SPY
+81.8%
-99.3%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | +0.6% |
| 7D | -2.3% | +0.5% | -2.8% | -3.7% |
| 30D | -20.5% | -0.9% | -19.5% | -18.6% |
| 3M | +6.3% | +3.9% | +2.4% | -4.1% |
| 6M | -13.5% | +14.5% | -28.1% | -39.5% |
| YTD | -38.0% | +12.9% | -50.9% | -54.7% |
| 1Y | +18.8% | +19.4% | -0.5% | -24.3% |
| 3Y | +285.0% | +78.5% | +206.6% | -20.9% |
| 5Y | -17.5% | +81.8% | -99.3% | -79.9% |
| All | -17.5% | +81.8% | -99.3% | -79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling