-54.7%
TASK vs SPY
+92.7%
-147.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -2.7% |
| 7D | +6.3% | -0.9% | +7.2% | +6.8% |
| 30D | +14.8% | -2.4% | +17.1% | +18.0% |
| 3M | +32.9% | -1.2% | +34.0% | +34.4% |
| 6M | +56.8% | +3.3% | +53.5% | +46.8% |
| YTD | +19.3% | +12.3% | +7.1% | -2.5% |
| 1Y | +18.4% | +12.4% | +6.0% | -3.5% |
| 3Y | +11.1% | +78.8% | -67.7% | -65.1% |
| 5Y | -78.0% | +75.2% | -153.2% | -91.6% |
| All | -54.7% | +92.7% | -147.5% | -85.8% |
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