+17.1%
ST vs SPY
+77.4%
-60.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +3.1% |
| 7D | +5.0% | +0.1% | +4.9% | +4.8% |
| 30D | -9.2% | +0.1% | -9.3% | -9.3% |
| 3M | -17.9% | +2.0% | -19.9% | -20.2% |
| 6M | +23.9% | +13.0% | +10.9% | +3.2% |
| YTD | +30.5% | +13.5% | +17.0% | +8.1% |
| 1Y | +35.3% | +20.0% | +15.3% | +3.6% |
| All | +17.1% | +77.4% | -60.3% | -41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling