+110.9%
URTY vs SPY
+75.1%
+35.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +1.7% |
| 7D | -7.0% | -2.7% | -4.3% | +2.7% |
| 30D | -6.4% | -5.4% | -1.0% | +13.8% |
| 3M | -25.7% | -4.1% | -21.6% | -13.5% |
| 6M | -19.9% | +0.7% | -20.6% | -19.6% |
| YTD | +18.0% | +8.7% | +9.3% | -5.2% |
| 1Y | +24.3% | +10.9% | +13.4% | -5.4% |
| 3Y | +110.9% | +75.0% | +35.9% | -70.1% |
| All | +110.9% | +75.1% | +35.9% | -70.1% |
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