+77.7%
SPY vs U
+99.9%
-22.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.2% | -5.6% | -0.8% |
| 7D | +2.6% | +2.6% | 0.0% | +2.3% |
| 30D | -2.0% | +27.6% | -29.5% | -4.4% |
| 3M | -2.8% | +15.3% | -18.1% | -4.4% |
| 6M | +2.1% | +96.4% | -94.3% | -5.2% |
| YTD | +11.5% | +19.6% | -8.1% | +7.5% |
| 1Y | +13.5% | +42.1% | -28.7% | +7.1% |
| 3Y | +77.7% | +87.5% | -9.8% | +55.1% |
| All | +77.7% | +99.9% | -22.2% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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