+3,094.0%
SPY vs C
+557.1%
+2,537.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +0.1% | +3.6% | -3.5% | -0.9% |
| 30D | +0.1% | +0.1% | 0.0% | 0.0% |
| 3M | +2.0% | +2.4% | -0.4% | +1.1% |
| 6M | +13.0% | +24.9% | -11.9% | +5.8% |
| YTD | +13.5% | +19.8% | -6.3% | +7.2% |
| 1Y | +20.0% | +44.9% | -24.9% | +7.3% |
| 3Y | +77.2% | +263.0% | -185.8% | +21.6% |
| 5Y | +81.9% | +129.5% | -47.6% | +40.0% |
| 10Y | +314.1% | +291.6% | +22.5% | +164.5% |
| All | +3,094.0% | +557.1% | +2,537.0% | +1,320.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling