-54.2%
W vs SPY
+67.4%
-121.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.8% | -2.3% |
| 7D | -3.6% | -2.7% | -0.9% | +4.1% |
| 30D | +7.0% | -5.4% | +12.4% | +24.6% |
| 3M | +7.4% | -4.1% | +11.5% | +20.4% |
| 6M | +69.3% | +0.7% | +68.6% | +69.8% |
| YTD | +11.3% | +8.7% | +2.6% | -7.7% |
| 1Y | +13.2% | +10.9% | +2.3% | -11.2% |
| 3Y | +142.0% | +75.0% | +67.0% | -41.1% |
| All | -54.2% | +67.4% | -121.6% | -86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling