+42.1%
U vs SPY
+12.1%
+30.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.6% | +5.7% |
| 7D | +2.6% | +2.6% | 0.0% | -1.1% |
| 30D | +27.6% | -2.0% | +29.5% | +30.3% |
| 3M | +15.3% | -2.8% | +18.1% | +20.1% |
| 6M | +96.4% | +2.1% | +94.3% | +86.7% |
| YTD | +19.6% | +11.5% | +8.1% | +0.4% |
| 1Y | +42.1% | +13.5% | +28.7% | +14.7% |
| All | +42.1% | +12.1% | +30.1% | +14.7% |
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