+732.6%
USD vs SPY
+77.0%
+655.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | -2.1% |
| 7D | -3.1% | -0.8% | -2.3% | 0.0% |
| 30D | -8.3% | -1.1% | -7.2% | -4.1% |
| 3M | -10.2% | +3.9% | -14.1% | -20.0% |
| 6M | +55.6% | +13.6% | +42.0% | +2.5% |
| YTD | +64.3% | +12.7% | +51.7% | +13.7% |
| 1Y | +84.8% | +17.5% | +67.2% | +12.2% |
| 3Y | +732.6% | +76.9% | +655.7% | +51.5% |
| All | +732.6% | +77.0% | +655.6% | +51.5% |
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