-89.6%
UP vs SPY
+75.1%
-164.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -1.3% |
| 7D | -11.0% | -2.7% | -8.3% | -6.6% |
| 30D | -25.1% | -5.4% | -19.7% | -17.3% |
| 3M | -47.7% | -4.1% | -43.6% | -43.6% |
| 6M | -52.7% | +0.7% | -53.5% | -53.1% |
| YTD | -78.4% | +8.7% | -87.0% | -81.3% |
| 1Y | -88.7% | +10.9% | -99.6% | -90.6% |
| 3Y | -89.6% | +75.0% | -164.6% | -96.4% |
| All | -89.6% | +75.1% | -164.6% | -96.4% |
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