+3,094.0%
SPY vs RF
+601.3%
+2,492.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +0.1% | +1.3% | -1.2% | -0.2% |
| 30D | +0.1% | -3.6% | +3.7% | +0.9% |
| 3M | +2.0% | +8.1% | -6.1% | 0.0% |
| 6M | +13.0% | +11.5% | +1.5% | +9.9% |
| YTD | +13.5% | +15.6% | -2.0% | +9.2% |
| 1Y | +20.0% | +15.7% | +4.3% | +15.2% |
| 3Y | +77.2% | +86.9% | -9.7% | +49.8% |
| 5Y | +81.9% | +89.8% | -7.9% | +51.0% |
| 10Y | +314.1% | +344.7% | -30.6% | +168.0% |
| All | +3,094.0% | +601.3% | +2,492.8% | +1,277.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling