+151.9%
SPY vs U
-44.5%
+196.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | +0.1% | -3.8% | +3.9% | +0.5% |
| 30D | +0.1% | +17.5% | -17.4% | -1.9% |
| 3M | +2.0% | +38.7% | -36.7% | -2.0% |
| 6M | +13.0% | +104.4% | -91.4% | +3.5% |
| YTD | +13.5% | -5.7% | +19.2% | +11.9% |
| 1Y | +20.0% | +3.7% | +16.3% | +16.1% |
| 3Y | +77.2% | +12.3% | +64.9% | +62.3% |
| 5Y | +81.9% | -68.8% | +150.7% | +74.4% |
| All | +151.9% | -44.5% | +196.4% | +127.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling