+1,695.7%
SR vs SPY
+3,091.8%
-1,396.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +2.4% | +0.1% | +2.3% | +2.3% |
| 3M | +3.0% | +2.0% | +1.0% | +1.5% |
| 6M | -8.3% | +13.0% | -21.4% | -15.0% |
| YTD | +1.9% | +13.5% | -11.6% | -5.9% |
| 1Y | +14.7% | +20.0% | -5.3% | +2.4% |
| 3Y | +60.7% | +77.2% | -16.4% | +12.6% |
| 5Y | +54.8% | +81.9% | -27.1% | +5.1% |
| 10Y | +85.6% | +314.1% | -228.4% | -22.4% |
| All | +1,695.7% | +3,091.8% | -1,396.1% | +274.6% |
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