-66.7%
RR vs SPY
+76.9%
-143.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.6% |
| 7D | -4.4% | +0.1% | -4.5% | -4.8% |
| 30D | +12.9% | +0.1% | +12.9% | +13.0% |
| 3M | -35.9% | +2.0% | -37.9% | -37.5% |
| 6M | -30.8% | +13.0% | -43.8% | -44.4% |
| YTD | -45.8% | +13.5% | -59.4% | -56.3% |
| 1Y | -31.1% | +20.0% | -51.1% | -48.1% |
| All | -66.7% | +76.9% | -143.6% | -78.9% |
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