+666.1%
SPY vs BR
+1,321.0%
-654.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +1.2% |
| 7D | +0.1% | -5.3% | +5.4% | +2.6% |
| 30D | +0.1% | +6.4% | -6.4% | -3.0% |
| 3M | +2.0% | +13.6% | -11.7% | -4.7% |
| 6M | +13.0% | -6.7% | +19.7% | +14.9% |
| YTD | +13.5% | -21.1% | +34.6% | +24.3% |
| 1Y | +20.0% | -29.6% | +49.5% | +38.4% |
| 3Y | +77.2% | -2.4% | +79.6% | +72.4% |
| 5Y | +81.9% | +11.2% | +70.6% | +63.3% |
| 10Y | +314.1% | +191.8% | +122.3% | +128.0% |
| All | +666.1% | +1,321.0% | -654.9% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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