+72.6%
SPY vs C
+111.5%
-38.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.3% |
| 7D | +2.6% | +4.2% | -1.6% | +1.0% |
| 30D | -2.0% | +2.0% | -4.0% | -2.7% |
| 3M | -2.8% | -10.1% | +7.3% | +1.0% |
| 6M | +2.1% | +1.0% | +1.2% | +1.1% |
| YTD | +11.5% | +8.5% | +3.0% | +6.5% |
| 1Y | +13.5% | +25.7% | -12.3% | +1.9% |
| 3Y | +77.7% | +216.0% | -138.3% | +6.2% |
| All | +72.6% | +111.5% | -38.9% | +19.6% |
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