+79.0%
SPY vs C
+222.1%
-143.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.8% |
| 7D | -0.9% | -0.4% | -0.5% | -0.8% |
| 30D | -2.4% | -5.3% | +3.0% | -0.6% |
| 3M | -1.2% | -8.0% | +6.9% | +1.5% |
| 6M | +3.3% | -0.3% | +3.6% | +2.7% |
| YTD | +12.3% | +8.6% | +3.6% | +7.6% |
| 1Y | +12.4% | +25.8% | -13.4% | +1.8% |
| All | +79.0% | +222.1% | -143.1% | +22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling