-68.4%
U vs SPY
+67.4%
-135.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +4.8% |
| 7D | +36.6% | -2.7% | +39.3% | +42.7% |
| 30D | +13.3% | -5.4% | +18.7% | +27.2% |
| 3M | +26.2% | -4.1% | +30.3% | +37.1% |
| 6M | +88.7% | +0.7% | +88.0% | +82.5% |
| YTD | +16.6% | +8.7% | +7.9% | -5.6% |
| 1Y | +29.0% | +10.9% | +18.1% | 0.0% |
| 3Y | +99.5% | +75.0% | +24.5% | -51.2% |
| All | -68.4% | +67.4% | -135.8% | -90.3% |
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 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