-39.0%
U vs SPY
+148.4%
-187.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.1% |
| 7D | -3.8% | +0.1% | -3.9% | -4.0% |
| 30D | +17.5% | +0.1% | +17.4% | +17.3% |
| 3M | +38.7% | +2.0% | +36.7% | +32.6% |
| 6M | +104.4% | +13.0% | +91.4% | +54.5% |
| YTD | -5.7% | +13.5% | -19.2% | -28.8% |
| 1Y | +3.7% | +20.0% | -16.3% | -30.1% |
| 3Y | +12.3% | +77.2% | -64.9% | -69.1% |
| 5Y | -68.8% | +81.9% | -150.7% | -90.8% |
| All | -39.0% | +148.4% | -187.4% | -88.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling