-66.9%
RR vs SPY
+76.0%
-142.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | +0.6% |
| 7D | -4.1% | +0.5% | -4.7% | -5.5% |
| 30D | +8.1% | -0.9% | +9.0% | +10.5% |
| 3M | -28.5% | +3.9% | -32.4% | -33.4% |
| 6M | -26.3% | +14.5% | -40.8% | -42.2% |
| YTD | -46.1% | +12.9% | -59.1% | -56.0% |
| 1Y | -41.6% | +19.4% | -61.0% | -55.5% |
| All | -66.9% | +76.0% | -142.8% | -78.8% |
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