-7.4%
T vs SPY
+11.9%
-19.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.5% |
| 7D | +2.6% | -0.6% | +3.2% | +2.4% |
| 30D | -1.1% | -3.7% | +2.6% | -2.6% |
| 3M | -7.7% | -2.7% | -5.0% | -8.8% |
| 6M | -10.6% | +2.2% | -12.8% | -9.3% |
| YTD | -7.5% | +10.8% | -18.3% | -3.4% |
| 1Y | -7.4% | +11.2% | -18.7% | -3.3% |
| All | -7.4% | +11.9% | -19.3% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling