+5.4%
S vs SPY
+19.4%
-14.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.7% | -1.6% |
| 7D | -5.8% | +0.5% | -6.4% | -6.5% |
| 30D | -9.2% | -0.9% | -8.3% | -8.0% |
| 3M | +23.4% | +3.9% | +19.5% | +18.2% |
| 6M | +36.9% | +14.5% | +22.4% | +16.0% |
| YTD | +29.5% | +12.9% | +16.6% | +12.2% |
| 1Y | +5.4% | +19.4% | -13.9% | -18.0% |
| All | +5.4% | +19.4% | -14.0% | -18.0% |
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