+75.0%
SPY vs S
+34.5%
+40.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.1% |
| 7D | -2.7% | -13.4% | +10.7% | -0.9% |
| 30D | -5.4% | -14.0% | +8.6% | -3.7% |
| 3M | -4.1% | +4.9% | -9.0% | -5.4% |
| 6M | +0.7% | +42.0% | -41.3% | -5.4% |
| YTD | +8.7% | +45.1% | -36.5% | +1.1% |
| 1Y | +10.9% | +33.1% | -22.2% | +4.3% |
| 3Y | +75.0% | +40.6% | +34.4% | +64.8% |
| All | +75.0% | +34.5% | +40.5% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 3y: compounded portfolio wealth divided by compounded S 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…
3y analysis · Full analysis span regression · 6 months rolling