+690.5%
SPY vs EW
+8,139.5%
-7,448.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.1% | +1.8% |
| 7D | +0.1% | +12.3% | -12.2% | -2.7% |
| 30D | -3.3% | +22.9% | -26.2% | -8.0% |
| 3M | -2.4% | +16.7% | -19.1% | -6.1% |
| 6M | +2.6% | +31.0% | -28.4% | -4.2% |
| YTD | +11.2% | +22.8% | -11.6% | +5.2% |
| 1Y | +13.4% | +25.6% | -12.2% | +6.6% |
| 3Y | +79.9% | +62.0% | +17.9% | +54.1% |
| 5Y | +72.2% | -12.8% | +85.0% | +68.6% |
| 10Y | +307.3% | +239.8% | +67.5% | +188.2% |
| All | +690.5% | +8,139.5% | -7,448.9% | +193.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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