+209.8%
W vs SPY
+373.0%
-163.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.4% | +2.2% | -0.2% |
| 7D | +3.3% | +0.1% | +3.2% | +3.6% |
| 30D | +10.5% | -3.3% | +13.8% | +18.9% |
| 3M | +9.6% | -2.4% | +12.1% | +15.8% |
| 6M | +76.4% | +2.6% | +73.8% | +71.7% |
| YTD | +16.4% | +11.2% | +5.2% | -2.2% |
| 1Y | +9.3% | +13.4% | -4.0% | -11.5% |
| 3Y | +172.8% | +79.9% | +92.9% | +0.4% |
| 5Y | -53.4% | +72.2% | -125.6% | -78.3% |
| 10Y | +243.6% | +307.3% | -63.7% | -50.3% |
| All | +209.8% | +373.0% | -163.2% | -62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling