-100.0%
TRAW vs SPY
+471.0%
-571.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +2.1% |
| 7D | -6.8% | +0.1% | -6.9% | -6.9% |
| 30D | 0.0% | +0.1% | -0.1% | 0.0% |
| 3M | -62.8% | +2.0% | -64.8% | -63.5% |
| 6M | -67.3% | +13.0% | -80.3% | -70.3% |
| YTD | -51.3% | +13.5% | -64.9% | -56.0% |
| 1Y | -67.1% | +20.0% | -87.0% | -71.2% |
| 3Y | -97.2% | +77.2% | -174.4% | -98.2% |
| 5Y | -99.6% | +81.9% | -181.5% | -99.7% |
| 10Y | -100.0% | +314.1% | -414.1% | -100.0% |
| All | -100.0% | +471.0% | -571.0% | -100.0% |
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