+344.7%
SPY vs P
+469.1%
-124.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -0.3% |
| 7D | -2.7% | -23.8% | +21.1% | +1.6% |
| 30D | -5.4% | -36.6% | +31.2% | +1.6% |
| 3M | -4.1% | +10.9% | -15.0% | -7.3% |
| 6M | +0.7% | +30.0% | -29.3% | -6.6% |
| YTD | +8.7% | +44.4% | -35.7% | -1.9% |
| 1Y | +10.9% | +3.9% | +6.9% | +4.9% |
| 3Y | +75.0% | +176.6% | -101.6% | +30.2% |
| 5Y | +67.8% | +249.3% | -181.5% | +16.4% |
| 10Y | +312.9% | +726.9% | -414.1% | +139.6% |
| All | +344.7% | +469.1% | -124.4% | +158.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling