+82.0%
SPY vs BG
+88.4%
-6.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | -2.0% | +3.7% | -5.7% | -2.6% |
| 30D | -1.7% | +12.3% | -14.0% | -3.5% |
| 3M | +4.7% | -2.2% | +6.9% | +4.9% |
| 6M | +12.5% | +5.3% | +7.2% | +11.0% |
| YTD | +11.7% | +42.4% | -30.7% | +4.1% |
| 1Y | +17.5% | +55.2% | -37.7% | +7.3% |
| 3Y | +76.6% | +21.0% | +55.6% | +67.2% |
| 5Y | +82.0% | +87.1% | -5.1% | +48.5% |
| All | +82.0% | +88.4% | -6.3% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 5y: compounded portfolio wealth divided by compounded BG 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…
5y analysis · Full analysis span regression · 6 months rolling