-61.0%
TASK vs SPY
+94.9%
-155.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.5% |
| 7D | -5.7% | +0.1% | -5.8% | -5.8% |
| 30D | +25.2% | +0.1% | +25.1% | +25.2% |
| 3M | +32.9% | +2.0% | +30.9% | +28.4% |
| 6M | +7.9% | +13.0% | -5.1% | -11.9% |
| YTD | +2.9% | +13.5% | -10.6% | -16.6% |
| 1Y | -32.5% | +20.0% | -52.5% | -50.5% |
| 3Y | +20.6% | +77.2% | -56.5% | -60.7% |
| 5Y | -82.9% | +81.9% | -164.7% | -93.8% |
| All | -61.0% | +94.9% | -155.9% | -87.8% |
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