-47.0%
ROOT vs SPY
+18.8%
-65.8%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.2% | -3.8% |
| 7D | -5.1% | -0.4% | -4.7% | -4.4% |
| 30D | -2.5% | -1.4% | -1.2% | 0.0% |
| 3M | -3.3% | +3.7% | -7.0% | -10.7% |
| 6M | +15.2% | +13.0% | +2.2% | -12.3% |
| YTD | -27.9% | +12.4% | -40.3% | -43.9% |
| 1Y | -47.0% | +18.5% | -65.6% | -67.1% |
| All | -47.0% | +18.8% | -65.8% | -67.1% |
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