+402.2%
SELF vs SPY
+1,482.7%
-1,080.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -1.0% | -0.6% | -0.4% | -0.9% |
| 30D | -1.6% | -3.7% | +2.0% | -0.9% |
| 3M | -6.1% | -2.7% | -3.4% | -5.6% |
| 6M | -6.2% | +2.2% | -8.4% | -6.8% |
| YTD | -1.3% | +10.8% | -12.1% | -3.6% |
| 1Y | +2.6% | +11.2% | -8.7% | +0.1% |
| 3Y | +24.8% | +76.5% | -51.7% | +10.0% |
| 5Y | +25.2% | +72.9% | -47.7% | +10.4% |
| 10Y | +71.1% | +304.8% | -233.7% | +25.9% |
| All | +402.2% | +1,482.7% | -1,080.5% | +167.2% |
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 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