+17.3%
TY vs SPY
+67.0%
-49.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.4% | +2.0% | +0.9% |
| 7D | -2.5% | -4.7% | +2.2% | +1.1% |
| 30D | -2.3% | -5.9% | +3.6% | +2.1% |
| 3M | -4.4% | -4.5% | +0.1% | -1.1% |
| 6M | +1.6% | +1.8% | -0.1% | 0.0% |
| YTD | +7.6% | +8.3% | -0.7% | +0.8% |
| 1Y | +3.9% | +9.3% | -5.5% | -3.3% |
| 3Y | +42.9% | +74.9% | -31.9% | -8.4% |
| 5Y | +17.3% | +67.3% | -50.0% | -22.9% |
| All | +17.3% | +67.0% | -49.7% | -22.9% |
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