+1,409.6%
T vs SPY
+3,091.8%
-1,682.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.6% | -1.7% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +11.4% | +0.1% | +11.3% | +11.3% |
| 3M | +14.3% | +2.0% | +12.3% | +12.3% |
| 6M | -9.3% | +13.0% | -22.3% | -17.4% |
| YTD | +7.1% | +13.5% | -6.4% | -3.1% |
| 1Y | -9.1% | +20.0% | -29.1% | -21.1% |
| 3Y | +105.3% | +77.2% | +28.1% | +30.3% |
| 5Y | +66.8% | +81.9% | -15.1% | +1.6% |
| 10Y | +66.8% | +314.1% | -247.3% | -46.7% |
| All | +1,409.6% | +3,091.8% | -1,682.1% | -14.4% |
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