+763.9%
SPY vs A
+457.0%
+306.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +0.1% | -1.9% | +2.0% | +0.6% |
| 30D | +0.1% | +6.9% | -6.9% | -1.8% |
| 3M | +2.0% | +9.2% | -7.2% | -0.7% |
| 6M | +13.0% | +25.7% | -12.7% | +5.3% |
| YTD | +13.5% | +11.5% | +2.0% | +9.1% |
| 1Y | +20.0% | +18.4% | +1.6% | +13.1% |
| 3Y | +77.2% | +26.6% | +50.6% | +61.4% |
| 5Y | +81.9% | -12.8% | +94.7% | +81.1% |
| 10Y | +314.1% | +247.2% | +66.9% | +188.1% |
| All | +763.9% | +457.0% | +306.9% | +338.0% |
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