-89.8%
UP vs SPY
+78.7%
-168.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -4.7% |
| 7D | -14.0% | +3.3% | -17.3% | -18.9% |
| 30D | -28.3% | -2.7% | -25.6% | -24.8% |
| 3M | -53.1% | -1.7% | -51.4% | -51.6% |
| 6M | -51.0% | +3.1% | -54.1% | -53.3% |
| YTD | -81.2% | +11.9% | -93.1% | -84.6% |
| 1Y | -89.8% | +12.0% | -101.8% | -91.6% |
| All | -89.8% | +78.7% | -168.6% | -96.8% |
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