-99.8%
UP vs SPY
+130.8%
-230.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.3% |
| 7D | -10.8% | +0.1% | -10.9% | -10.9% |
| 30D | -23.9% | +0.1% | -24.0% | -23.9% |
| 3M | -44.2% | +2.0% | -46.2% | -46.0% |
| 6M | -63.2% | +13.0% | -76.2% | -69.9% |
| YTD | -66.8% | +13.5% | -80.3% | -73.1% |
| 1Y | -91.2% | +20.0% | -111.2% | -93.4% |
| 3Y | -89.1% | +77.2% | -166.3% | -95.6% |
| 5Y | -99.7% | +81.9% | -181.6% | -99.9% |
| All | -99.8% | +130.8% | -230.6% | -99.9% |
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