+3,047.6%
SPY vs B
+305.0%
+2,742.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.8% | -0.1% |
| 7D | +3.3% | -6.2% | +9.5% | +3.7% |
| 30D | -2.7% | -6.6% | +3.9% | -2.3% |
| 3M | -1.7% | -7.9% | +6.1% | -1.3% |
| 6M | +3.1% | -16.8% | +19.9% | +4.1% |
| YTD | +11.9% | -11.7% | +23.6% | +12.2% |
| 1Y | +12.0% | +3.5% | +8.5% | +11.1% |
| 3Y | +78.2% | +165.7% | -87.5% | +64.9% |
| 5Y | +73.2% | +108.4% | -35.2% | +61.8% |
| 10Y | +309.6% | +212.7% | +97.0% | +268.5% |
| All | +3,047.6% | +305.0% | +2,742.6% | +2,743.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling