-68.9%
S vs SPY
+67.4%
-136.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.1% |
| 7D | -13.4% | -2.7% | -10.7% | -8.8% |
| 30D | -14.0% | -5.4% | -8.6% | -4.5% |
| 3M | +4.9% | -4.1% | +9.0% | +13.5% |
| 6M | +42.0% | +0.7% | +41.3% | +40.7% |
| YTD | +45.1% | +8.7% | +36.5% | +24.8% |
| 1Y | +33.1% | +10.9% | +22.2% | +10.1% |
| 3Y | +40.6% | +75.0% | -34.4% | -52.2% |
| All | -68.9% | +67.4% | -136.2% | -86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling