+67.6%
SPY vs C
+107.6%
-40.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | -2.7% | -2.4% | -0.3% | -1.8% |
| 30D | -5.4% | -6.0% | +0.6% | -3.3% |
| 3M | -4.1% | -10.5% | +6.5% | -0.2% |
| 6M | +0.7% | -5.7% | +6.4% | +2.2% |
| YTD | +8.7% | +4.1% | +4.5% | +5.4% |
| 1Y | +10.9% | +20.5% | -9.6% | +1.2% |
| 3Y | +75.0% | +208.1% | -133.1% | +5.5% |
| All | +67.6% | +107.6% | -40.0% | +18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling