+199.8%
TER vs SPY
+20.8%
+179.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.4% | +5.8% | +6.7% |
| 7D | +0.6% | +0.1% | +0.5% | +0.1% |
| 30D | -8.3% | +0.1% | -8.4% | -8.6% |
| 3M | -12.2% | +2.0% | -14.2% | -16.1% |
| 6M | +17.0% | +13.0% | +4.0% | -15.6% |
| YTD | +84.6% | +13.5% | +71.1% | +31.3% |
| 1Y | +199.8% | +20.0% | +179.8% | +85.0% |
| All | +199.8% | +20.8% | +179.0% | +85.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling