+38.3%
URTY vs SPY
+14.6%
+23.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.8% | -1.3% |
| 7D | +2.4% | -0.7% | +3.1% | +5.1% |
| 30D | -0.9% | -1.0% | +0.1% | +3.1% |
| 3M | -19.2% | -0.3% | -18.9% | -17.7% |
| 6M | -1.0% | +7.3% | -8.3% | -22.0% |
| YTD | +33.0% | +13.3% | +19.6% | -12.3% |
| 1Y | +38.3% | +14.8% | +23.5% | -12.2% |
| All | +38.3% | +14.6% | +23.7% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling