+112.9%
TRAX vs SPY
+17.7%
+95.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.4% | -3.6% |
| 7D | -3.3% | +0.1% | -3.5% | -3.8% |
| 30D | -13.8% | +0.1% | -13.9% | -14.0% |
| 3M | +122.3% | +2.0% | +120.3% | +113.4% |
| All | +112.9% | +17.7% | +95.2% | -2.3% |
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 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 · Available span rolling