-43.3%
TAGS vs SPY
+599.5%
-642.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | +12.6% | +0.1% | +12.5% | +12.6% |
| 3M | +17.1% | +2.0% | +15.1% | +16.9% |
| 6M | +19.3% | +13.0% | +6.3% | +17.9% |
| YTD | +22.7% | +13.5% | +9.2% | +21.2% |
| 1Y | +19.2% | +20.0% | -0.7% | +17.1% |
| 3Y | -9.1% | +77.2% | -86.2% | -14.4% |
| 5Y | +6.8% | +81.9% | -75.1% | 0.0% |
| 10Y | +7.2% | +314.1% | -306.9% | -11.6% |
| All | -43.3% | +599.5% | -642.8% | -55.1% |
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 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