-53.2%
S vs SPY
+92.9%
-146.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +1.1% |
| 7D | -7.7% | +0.1% | -7.8% | -7.9% |
| 30D | -5.3% | +0.1% | -5.4% | -5.2% |
| 3M | +20.3% | +2.0% | +18.3% | +16.2% |
| 6M | +47.4% | +13.0% | +34.4% | +17.7% |
| YTD | +32.5% | +13.5% | +19.0% | +5.0% |
| 1Y | +9.5% | +20.0% | -10.4% | -21.7% |
| 3Y | +15.5% | +77.2% | -61.7% | -61.1% |
| 5Y | -71.2% | +81.9% | -153.1% | -89.6% |
| All | -53.2% | +92.9% | -146.1% | -83.0% |
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 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