+881.2%
SPY vs BG
+1,185.2%
-304.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -1.6% |
| 7D | +0.5% | +2.4% | -1.8% | -0.1% |
| 30D | -0.9% | +15.0% | -16.0% | -4.5% |
| 3M | +3.9% | -0.7% | +4.5% | +3.5% |
| 6M | +14.5% | +7.5% | +7.0% | +11.5% |
| YTD | +12.9% | +41.6% | -28.7% | +2.3% |
| 1Y | +19.4% | +50.7% | -31.3% | +5.9% |
| 3Y | +78.5% | +20.3% | +58.2% | +64.9% |
| 5Y | +81.8% | +85.2% | -3.5% | +46.9% |
| 10Y | +311.5% | +160.6% | +150.9% | +186.8% |
| All | +881.2% | +1,185.2% | -304.1% | +413.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling