+4.2%
TDAY vs SPY
+440.4%
-436.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +2.0% |
| 7D | +3.7% | +0.5% | +3.2% | +3.0% |
| 30D | -11.6% | -0.9% | -10.6% | -10.4% |
| 3M | -18.3% | +3.9% | -22.2% | -22.9% |
| 6M | +0.8% | +14.5% | -13.7% | -17.0% |
| YTD | +24.5% | +12.9% | +11.5% | +4.3% |
| 1Y | +54.1% | +19.4% | +34.7% | +19.4% |
| 3Y | +135.7% | +78.5% | +57.2% | +7.8% |
| 5Y | +1.1% | +81.8% | -80.6% | -53.9% |
| 10Y | -43.3% | +311.5% | -354.8% | -89.0% |
| All | +4.2% | +440.4% | -436.2% | -83.4% |
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