-86.7%
TOPS vs SPY
+19.4%
-106.1%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.8% |
| 7D | -2.6% | +0.5% | -3.2% | -3.0% |
| 30D | -2.6% | -0.9% | -1.7% | -1.8% |
| 3M | -15.9% | +3.9% | -19.8% | -17.4% |
| 6M | -83.2% | +14.5% | -97.7% | -84.4% |
| YTD | -83.6% | +12.9% | -96.5% | -84.6% |
| 1Y | -86.7% | +19.4% | -106.0% | -87.6% |
| All | -86.7% | +19.4% | -106.1% | -87.6% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling