-45.1%
RR vs SPY
+18.8%
-63.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.6% | -2.2% |
| 7D | -9.7% | -0.4% | -9.4% | -8.8% |
| 30D | -2.3% | -1.4% | -1.0% | +3.3% |
| 3M | -27.4% | +3.7% | -31.1% | -36.7% |
| 6M | -31.0% | +13.0% | -44.0% | -55.5% |
| YTD | -48.3% | +12.4% | -60.7% | -65.4% |
| 1Y | -45.1% | +18.5% | -63.6% | -77.6% |
| All | -45.1% | +18.8% | -63.8% | -77.6% |
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