-95.9%
UK vs SPY
+79.4%
-175.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.3% | -6.0% | -5.4% |
| 7D | -15.2% | -0.9% | -14.3% | -14.7% |
| 30D | -19.4% | -2.4% | -17.0% | -18.2% |
| 3M | -31.9% | -1.2% | -30.8% | -31.4% |
| 6M | -50.2% | +3.3% | -53.5% | -50.8% |
| YTD | -75.8% | +12.3% | -88.1% | -77.1% |
| 1Y | -82.5% | +12.4% | -94.9% | -83.4% |
| All | -95.9% | +79.4% | -175.3% | -93.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling