+208.7%
SVM vs SPY
+263.0%
-54.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.0% |
| 7D | +17.1% | -0.6% | +17.7% | +18.0% |
| 30D | -11.2% | -3.7% | -7.6% | -7.9% |
| 3M | -23.8% | -2.7% | -21.0% | -21.4% |
| 6M | -31.0% | +2.2% | -33.1% | -31.1% |
| YTD | +11.7% | +10.8% | +0.9% | +4.9% |
| 1Y | +37.1% | +11.2% | +25.8% | +28.5% |
| 3Y | +342.5% | +76.5% | +266.0% | +189.2% |
| 5Y | +110.6% | +72.9% | +37.6% | +38.4% |
| All | +208.7% | +263.0% | -54.3% | +44.4% |
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