+151.8%
TER vs SPY
+75.1%
+76.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +1.9% |
| 7D | -20.5% | -2.7% | -17.8% | -14.7% |
| 30D | -47.0% | -5.4% | -41.6% | -39.0% |
| 3M | -43.3% | -4.1% | -39.2% | -36.6% |
| 6M | -42.9% | +0.7% | -43.6% | -41.1% |
| YTD | +12.9% | +8.7% | +4.2% | +1.2% |
| 1Y | +18.2% | +10.9% | +7.3% | +2.5% |
| 3Y | +151.8% | +75.0% | +76.8% | -13.7% |
| All | +151.8% | +75.1% | +76.7% | -13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling