-44.6%
SY vs SPY
+82.0%
-126.6%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.7% |
| 7D | +15.0% | +0.1% | +14.9% | +14.8% |
| 30D | +32.1% | +0.1% | +32.0% | +32.0% |
| 3M | +36.0% | +2.0% | +34.0% | +32.9% |
| 6M | -4.2% | +13.0% | -17.2% | -16.6% |
| YTD | +7.8% | +13.5% | -5.7% | -6.3% |
| 1Y | -20.2% | +20.0% | -40.2% | -34.4% |
| 3Y | +109.2% | +77.2% | +32.1% | +4.1% |
| All | -44.6% | +82.0% | -126.6% | -71.9% |
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