+11.6%
SPY vs C
+22.9%
-11.3%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.1% | +1.7% |
| 7D | +0.1% | -0.9% | +1.0% | +0.4% |
| 30D | -3.3% | -5.4% | +2.1% | -2.0% |
| 3M | -2.4% | -9.2% | +6.7% | -0.1% |
| 6M | +2.6% | -1.8% | +4.4% | +2.5% |
| YTD | +11.2% | +6.7% | +4.6% | +7.6% |
| All | +11.6% | +22.9% | -11.3% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 1y: compounded portfolio wealth divided by compounded C 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…
1y analysis · Full analysis span regression · 6 months rolling