+163.6%
W vs SPY
+382.8%
-219.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +3.3% |
| 7D | -4.2% | +0.1% | -4.3% | -4.3% |
| 30D | -7.6% | +0.1% | -7.6% | -7.6% |
| 3M | +37.2% | +2.0% | +35.2% | +33.7% |
| 6M | +26.3% | +13.0% | +13.3% | +1.4% |
| YTD | -1.0% | +13.5% | -14.5% | -20.6% |
| 1Y | +20.1% | +20.0% | +0.1% | -13.5% |
| 3Y | +37.8% | +77.2% | -39.4% | -47.7% |
| 5Y | -63.7% | +81.9% | -145.5% | -84.7% |
| 10Y | +156.3% | +314.1% | -157.7% | -64.3% |
| All | +163.6% | +382.8% | -219.2% | -69.7% |
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