+1.6%
TOPW vs SPY
+19.1%
-17.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +1.3% |
| 7D | +5.8% | +3.3% | +2.5% | 0.0% |
| 30D | -6.1% | -2.7% | -3.5% | -1.5% |
| 3M | +0.5% | -1.7% | +2.3% | +3.9% |
| 6M | -2.9% | +3.1% | -6.0% | -7.7% |
| YTD | +4.1% | +11.9% | -7.8% | -14.7% |
| 1Y | -7.8% | +12.0% | -19.8% | -24.3% |
| All | +1.6% | +19.1% | -17.5% | -23.8% |
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