+0.5%
TOTL vs SPY
+82.3%
-81.8%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | -1.0% | -0.8% | -0.2% | -1.0% |
| 30D | -1.3% | -1.1% | -0.3% | -1.3% |
| 3M | -1.8% | +3.9% | -5.6% | -2.0% |
| 6M | -2.3% | +13.6% | -15.9% | -2.9% |
| YTD | -2.1% | +12.7% | -14.7% | -2.6% |
| 1Y | -1.4% | +17.5% | -18.9% | -2.1% |
| 3Y | +13.5% | +76.9% | -63.5% | +9.9% |
| All | +0.5% | +82.3% | -81.8% | -3.8% |
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