-34.2%
ROC vs SPY
+10.9%
-45.1%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | +7.4% | +3.3% | +4.1% | +5.2% |
| 30D | -8.6% | -2.7% | -6.0% | -7.1% |
| 3M | -18.6% | -1.7% | -16.9% | -17.5% |
| 6M | -41.1% | +3.1% | -44.2% | -40.4% |
| All | -34.2% | +10.9% | -45.1% | -33.0% |
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 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