+77.7%
SPY vs ALL
+117.7%
-40.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.4% |
| 7D | +2.6% | +5.0% | -2.4% | +2.2% |
| 30D | -2.0% | +13.3% | -15.3% | -3.0% |
| 3M | -2.8% | +3.2% | -6.0% | -3.0% |
| 6M | +2.1% | +25.3% | -23.2% | -0.7% |
| YTD | +11.5% | +30.5% | -19.0% | +7.5% |
| 1Y | +13.5% | +29.2% | -15.7% | +9.6% |
| 3Y | +77.7% | +119.1% | -41.4% | +64.4% |
| All | +77.7% | +117.7% | -40.0% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 3y: compounded portfolio wealth divided by compounded ALL 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…
3y analysis · Full analysis span regression · 6 months rolling