+82.5%
SPY vs P
+276.6%
-194.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.6% |
| 7D | +0.1% | +6.5% | -6.4% | -0.9% |
| 30D | +0.1% | +18.8% | -18.8% | -3.3% |
| 3M | +2.0% | +26.7% | -24.8% | -3.0% |
| 6M | +13.0% | +62.2% | -49.2% | +2.0% |
| YTD | +13.5% | +48.5% | -35.0% | +3.4% |
| 1Y | +20.0% | +26.4% | -6.4% | +10.5% |
| 3Y | +77.2% | +159.4% | -82.2% | +31.7% |
| All | +82.5% | +276.6% | -194.1% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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