-91.0%
ROOT vs SPY
+145.7%
-236.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.0% | -3.9% |
| 7D | -15.9% | +0.1% | -15.9% | -14.9% |
| 30D | -11.4% | -3.3% | -8.1% | -5.0% |
| 3M | -15.5% | -2.4% | -13.1% | -11.1% |
| 6M | -22.9% | +2.6% | -25.4% | -25.8% |
| YTD | -39.7% | +11.2% | -51.0% | -49.5% |
| 1Y | -45.0% | +13.4% | -58.4% | -55.0% |
| 3Y | +340.9% | +79.9% | +261.0% | +53.3% |
| 5Y | -51.2% | +72.2% | -123.3% | -80.8% |
| All | -91.0% | +145.7% | -236.8% | -97.2% |
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