+92.5%
SPY vs S
-56.8%
+149.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | +0.1% | -7.7% | +7.8% | +1.1% |
| 30D | +0.1% | -5.3% | +5.4% | +0.5% |
| 3M | +2.0% | +20.3% | -18.3% | -0.9% |
| 6M | +13.0% | +47.4% | -34.4% | +6.3% |
| YTD | +13.5% | +32.5% | -19.0% | +8.1% |
| 1Y | +20.0% | +9.5% | +10.4% | +16.7% |
| 3Y | +77.2% | +15.5% | +61.7% | +66.9% |
| 5Y | +81.9% | -71.2% | +153.1% | +83.2% |
| All | +92.5% | -56.8% | +149.3% | +93.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling