+138.1%
SY vs SPY
+75.1%
+63.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.2% |
| 7D | +2.5% | -2.7% | +5.2% | +4.8% |
| 30D | -19.6% | -5.4% | -14.2% | -15.7% |
| 3M | -2.8% | -4.1% | +1.2% | +0.6% |
| 6M | -37.1% | +0.7% | -37.8% | -37.6% |
| YTD | -19.9% | +8.7% | -28.6% | -25.4% |
| 1Y | -52.5% | +10.9% | -63.4% | -56.3% |
| 3Y | +138.1% | +75.0% | +63.1% | +46.2% |
| All | +138.1% | +75.1% | +63.0% | +46.2% |
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