+82.8%
SPY vs A
-11.9%
+94.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | +0.1% | -1.9% | +2.0% | +0.7% |
| 30D | +0.1% | +6.9% | -6.9% | -2.2% |
| 3M | +2.0% | +9.2% | -7.2% | -1.3% |
| 6M | +13.0% | +25.7% | -12.7% | +3.6% |
| YTD | +13.5% | +11.5% | +2.0% | +8.4% |
| 1Y | +20.0% | +18.4% | +1.6% | +11.5% |
| 3Y | +77.2% | +26.6% | +50.6% | +54.9% |
| All | +82.8% | -11.9% | +94.7% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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