+158.1%
TRAX vs SPY
+17.5%
+140.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.7% | +4.2% | +1.5% |
| 7D | +7.3% | -0.7% | +8.0% | +9.3% |
| 30D | +48.7% | -1.0% | +49.7% | +52.2% |
| 3M | +6.6% | -0.3% | +6.9% | +6.8% |
| 6M | +138.6% | +7.3% | +131.3% | +74.6% |
| All | +158.1% | +17.5% | +140.6% | +18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling