+71.7%
TER vs SPY
+72.1%
-0.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -4.7% |
| 7D | +14.4% | +2.6% | +11.8% | +9.4% |
| 30D | -30.6% | -2.0% | -28.6% | -26.6% |
| 3M | -39.2% | -2.8% | -36.4% | -34.5% |
| 6M | -31.3% | +2.1% | -33.4% | -31.0% |
| YTD | +29.1% | +11.5% | +17.6% | +12.6% |
| 1Y | +47.4% | +13.5% | +34.0% | +25.4% |
| 3Y | +191.2% | +77.7% | +113.5% | +22.6% |
| All | +71.7% | +72.1% | -0.4% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling