+89.7%
SPYC vs SPY
+135.8%
-46.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.4% |
| 7D | -1.1% | -0.6% | -0.5% | -0.5% |
| 30D | -6.0% | -3.7% | -2.3% | -2.1% |
| 3M | -7.7% | -2.7% | -5.0% | -4.8% |
| 6M | -1.9% | +2.2% | -4.1% | -3.8% |
| YTD | +3.2% | +10.8% | -7.6% | -7.1% |
| 1Y | +0.9% | +11.2% | -10.4% | -9.5% |
| 3Y | +58.6% | +76.5% | -17.9% | -8.7% |
| 5Y | +38.7% | +72.9% | -34.2% | -17.4% |
| All | +89.7% | +135.8% | -46.2% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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