+12.0%
SPY vs V
+25.2%
-13.3%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.0% |
| 7D | +3.3% | -0.4% | +3.6% | +3.3% |
| 30D | -2.7% | +6.3% | -9.0% | -3.2% |
| 3M | -1.7% | +17.2% | -18.9% | -3.2% |
| 6M | +3.1% | +29.2% | -26.2% | +0.3% |
| YTD | +11.9% | +20.8% | -8.9% | +9.7% |
| 1Y | +12.0% | +25.0% | -13.0% | +9.1% |
| All | +12.0% | +25.2% | -13.3% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 V 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