+20.0%
SPY vs T
-7.8%
+27.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.6% | -0.6% |
| 7D | +0.1% | -1.3% | +1.4% | 0.0% |
| 30D | +0.1% | +11.4% | -11.3% | +1.1% |
| 3M | +2.0% | +14.3% | -12.3% | +3.6% |
| 6M | +13.0% | -9.3% | +22.3% | +12.4% |
| YTD | +13.5% | +7.1% | +6.4% | +13.9% |
| 1Y | +20.0% | -9.1% | +29.1% | +20.5% |
| All | +20.0% | -7.8% | +27.8% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 1y: compounded portfolio wealth divided by compounded T 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…
1y analysis · Full analysis span regression · 6 months rolling