-90.1%
TRAK vs SPY
+854.5%
-944.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -1.2% |
| 7D | -1.5% | +0.5% | -2.1% | -1.7% |
| 30D | -10.6% | -0.9% | -9.7% | -10.4% |
| 3M | -22.0% | +3.9% | -25.8% | -22.8% |
| 6M | -8.7% | +14.5% | -23.3% | -12.1% |
| YTD | -36.6% | +12.9% | -49.5% | -38.7% |
| 1Y | -54.7% | +19.4% | -74.1% | -56.9% |
| 3Y | -6.2% | +78.5% | -84.7% | -18.7% |
| 5Y | +52.4% | +81.8% | -29.3% | +31.4% |
| 10Y | -26.5% | +311.5% | -338.0% | -42.4% |
| All | -90.1% | +854.5% | -944.7% | -89.1% |
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