+25.0%
V vs SPY
+11.8%
+13.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.1% |
| 7D | -0.4% | +3.3% | -3.6% | -1.5% |
| 30D | +6.3% | -2.7% | +9.0% | +7.2% |
| 3M | +17.2% | -1.7% | +18.9% | +17.8% |
| 6M | +29.2% | +3.1% | +26.2% | +27.5% |
| YTD | +20.8% | +11.9% | +8.9% | +13.5% |
| 1Y | +25.0% | +12.0% | +13.0% | +17.3% |
| All | +25.0% | +11.8% | +13.2% | +17.3% |
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