-35.8%
ROC vs SPY
+10.3%
-46.1%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -1.2% |
| 7D | -8.4% | +0.1% | -8.4% | -7.7% |
| 30D | -12.4% | -3.3% | -9.0% | -10.6% |
| 3M | -22.9% | -2.4% | -20.5% | -21.5% |
| 6M | -41.4% | +2.6% | -43.9% | -40.5% |
| All | -35.8% | +10.3% | -46.1% | -34.5% |
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