-83.3%
TASK vs SPY
+81.8%
-165.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.7% | -2.4% |
| 7D | -1.4% | +0.5% | -2.0% | -2.3% |
| 30D | +4.8% | -0.9% | +5.7% | +6.7% |
| 3M | +35.2% | +3.9% | +31.3% | +26.7% |
| 6M | +7.5% | +14.5% | -7.0% | -14.2% |
| YTD | -0.4% | +12.9% | -13.4% | -18.5% |
| 1Y | -35.5% | +19.4% | -54.9% | -52.3% |
| 3Y | +22.1% | +78.5% | -56.3% | -61.1% |
| 5Y | -83.3% | +81.8% | -165.1% | -93.9% |
| All | -83.3% | +81.8% | -165.1% | -93.9% |
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