+343.8%
SIZE vs SPY
+492.9%
-149.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.4% | +1.1% | +0.8% |
| 7D | -2.5% | -4.7% | +2.2% | +1.9% |
| 30D | 0.0% | -5.9% | +5.9% | +5.7% |
| 3M | -2.4% | -4.5% | +2.1% | +1.8% |
| 6M | +4.6% | +1.8% | +2.8% | +2.6% |
| YTD | +11.1% | +8.3% | +2.8% | +2.8% |
| 1Y | +12.9% | +9.3% | +3.6% | +3.5% |
| 3Y | +58.8% | +74.9% | -16.0% | -6.7% |
| 5Y | +39.2% | +67.3% | -28.1% | -14.7% |
| 10Y | +212.2% | +311.6% | -99.3% | -8.2% |
| All | +343.8% | +492.9% | -149.1% | +1.8% |
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