+598.8%
RF vs SPY
+3,091.8%
-2,492.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.4% |
| 7D | +1.3% | +0.1% | +1.2% | +1.2% |
| 30D | -3.6% | +0.1% | -3.7% | -3.7% |
| 3M | +8.1% | +2.0% | +6.1% | +4.8% |
| 6M | +11.5% | +13.0% | -1.5% | -5.4% |
| YTD | +15.6% | +13.5% | +2.0% | -2.5% |
| 1Y | +15.7% | +20.0% | -4.3% | -9.2% |
| 3Y | +86.9% | +77.2% | +9.7% | -11.7% |
| 5Y | +89.8% | +81.9% | +7.9% | -13.8% |
| 10Y | +344.7% | +314.1% | +30.6% | -26.4% |
| All | +598.8% | +3,091.8% | -2,492.9% | -71.3% |
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