+386.2%
ROOT vs SPY
+78.7%
+307.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -2.5% |
| 7D | -0.8% | +0.5% | -1.4% | -1.7% |
| 30D | +6.1% | -0.9% | +7.1% | +7.6% |
| 3M | -0.5% | +3.9% | -4.4% | -6.5% |
| 6M | +13.9% | +14.5% | -0.6% | -8.7% |
| YTD | -24.3% | +12.9% | -37.3% | -37.5% |
| 1Y | -45.8% | +19.4% | -65.1% | -58.4% |
| 3Y | +386.2% | +78.5% | +307.8% | +78.4% |
| All | +386.2% | +78.7% | +307.5% | +78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling