+195.9%
SVM vs SPY
+82.0%
+113.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.4% | -4.4% |
| 7D | -2.3% | +0.1% | -2.4% | -2.3% |
| 30D | +15.3% | +0.1% | +15.3% | +15.4% |
| 3M | +1.2% | +2.0% | -0.8% | 0.0% |
| 6M | -1.6% | +13.0% | -14.6% | -11.4% |
| YTD | +49.8% | +13.5% | +36.3% | +34.5% |
| 1Y | +152.9% | +20.0% | +132.9% | +117.1% |
| 3Y | +392.0% | +77.2% | +314.8% | +195.0% |
| All | +195.9% | +82.0% | +113.8% | +62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling