+75.0%
SPY vs B
+165.5%
-90.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -2.7% | +9.6% | -12.3% | -3.9% |
| 30D | -5.4% | +3.5% | -8.9% | -5.9% |
| 3M | -4.1% | -1.6% | -2.5% | -4.2% |
| 6M | +0.7% | -1.7% | +2.4% | +0.3% |
| YTD | +8.7% | -5.3% | +14.0% | +8.0% |
| 1Y | +10.9% | +27.2% | -16.3% | +6.3% |
| 3Y | +75.0% | +166.1% | -91.1% | +50.8% |
| All | +75.0% | +165.5% | -90.5% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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