+552.7%
RF vs SPY
+2,945.2%
-2,392.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.3% | +3.5% |
| 7D | -1.6% | -4.7% | +3.1% | +4.4% |
| 30D | +5.0% | -5.9% | +10.9% | +13.2% |
| 3M | -10.0% | -4.5% | -5.4% | -4.8% |
| 6M | +3.3% | +1.8% | +1.5% | 0.0% |
| YTD | +7.9% | +8.3% | -0.4% | -3.7% |
| 1Y | +21.2% | +9.3% | +11.9% | +6.8% |
| 3Y | +105.8% | +74.9% | +31.0% | -1.6% |
| 5Y | +43.7% | +67.3% | -23.5% | -27.5% |
| 10Y | +289.4% | +311.6% | -22.1% | -35.3% |
| All | +552.7% | +2,945.2% | -2,392.5% | -71.6% |
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