-0.3%
TOPW vs SPY
+18.0%
-18.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.4% |
| 7D | +0.2% | -0.6% | +0.8% | +1.2% |
| 30D | -7.3% | -3.7% | -3.7% | -1.0% |
| 3M | -3.4% | -2.7% | -0.6% | +1.6% |
| 6M | -5.4% | +2.2% | -7.6% | -8.7% |
| YTD | +2.2% | +10.8% | -8.6% | -14.9% |
| 1Y | -10.6% | +11.2% | -21.8% | -25.9% |
| All | -0.3% | +18.0% | -18.3% | -24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling