+108.5%
RF vs SPY
+75.1%
+33.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.7% |
| 7D | -0.9% | -2.7% | +1.8% | +1.6% |
| 30D | +6.0% | -5.4% | +11.4% | +11.6% |
| 3M | -8.9% | -4.1% | -4.8% | -5.4% |
| 6M | +2.3% | +0.7% | +1.6% | +0.8% |
| YTD | +7.6% | +8.7% | -1.1% | -2.2% |
| 1Y | +21.2% | +10.9% | +10.3% | +7.9% |
| 3Y | +108.5% | +75.0% | +33.5% | +2.0% |
| All | +108.5% | +75.1% | +33.4% | +2.0% |
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