+8.0%
THTA vs SPY
+76.0%
-68.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | +0.4% | +0.5% | -0.2% | 0.0% |
| 30D | +1.4% | -0.9% | +2.3% | +1.9% |
| 3M | +4.0% | +3.9% | +0.1% | +1.4% |
| 6M | +8.6% | +14.5% | -5.9% | -1.0% |
| YTD | +11.0% | +12.9% | -1.9% | +2.2% |
| 1Y | +16.2% | +19.4% | -3.2% | +2.6% |
| All | +8.0% | +76.0% | -68.0% | -14.4% |
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 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