+75.2%
SPY vs RF
+45.4%
+29.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | -0.9% | -1.3% | +0.4% | -0.5% |
| 30D | -2.4% | +4.6% | -7.0% | -3.8% |
| 3M | -1.2% | -8.4% | +7.3% | +1.6% |
| 6M | +3.3% | +8.9% | -5.6% | +0.1% |
| YTD | +12.3% | +8.8% | +3.5% | +8.4% |
| 1Y | +12.4% | +18.9% | -6.5% | +5.2% |
| 3Y | +78.8% | +116.0% | -37.2% | +34.5% |
| 5Y | +75.2% | +46.0% | +29.1% | +48.0% |
| All | +75.2% | +45.4% | +29.7% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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