+9.7%
TAGS vs SPY
+81.0%
-71.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -2.4% | -0.4% | -2.0% | -2.4% |
| 30D | +10.2% | -1.4% | +11.5% | +10.2% |
| 3M | +17.8% | +3.7% | +14.1% | +17.7% |
| 6M | +14.4% | +13.0% | +1.4% | +14.1% |
| YTD | +22.4% | +12.4% | +10.0% | +22.1% |
| 1Y | +18.9% | +18.5% | +0.4% | +18.4% |
| 3Y | -10.0% | +77.6% | -87.6% | -11.4% |
| 5Y | +9.7% | +81.7% | -72.0% | +8.1% |
| All | +9.7% | +81.0% | -71.3% | +8.1% |
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