+52.6%
TRAK vs SPY
+82.3%
-29.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.7% |
| 7D | +1.0% | -0.8% | +1.8% | +1.6% |
| 30D | -4.6% | -1.1% | -3.6% | -3.8% |
| 3M | -17.4% | +3.9% | -21.3% | -20.0% |
| 6M | -1.8% | +13.6% | -15.4% | -11.7% |
| YTD | -35.0% | +12.7% | -47.7% | -41.2% |
| 1Y | -53.1% | +17.5% | -70.6% | -59.0% |
| 3Y | -4.3% | +76.9% | -81.2% | -37.4% |
| All | +52.6% | +82.3% | -29.6% | -0.3% |
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