+743.3%
SPY vs A
+557.8%
+185.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | 0.0% |
| 7D | -0.6% | +1.4% | -2.0% | -0.9% |
| 30D | -3.7% | +4.3% | -8.0% | -4.8% |
| 3M | -2.7% | +19.8% | -22.5% | -7.6% |
| 6M | +2.2% | +54.4% | -52.2% | -9.9% |
| YTD | +10.8% | +31.7% | -20.9% | +1.7% |
| 1Y | +11.2% | +22.4% | -11.2% | +4.0% |
| 3Y | +76.5% | +67.7% | +8.8% | +49.1% |
| 5Y | +72.9% | +15.7% | +57.2% | +59.6% |
| 10Y | +304.8% | +308.7% | -3.9% | +169.3% |
| All | +743.3% | +557.8% | +185.5% | +308.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling