+25.3%
YOU vs SPY
+92.9%
-67.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.1% |
| 7D | +2.1% | +0.1% | +2.0% | +1.9% |
| 30D | -21.5% | +0.1% | -21.5% | -21.5% |
| 3M | -18.4% | +2.0% | -20.4% | -21.1% |
| 6M | -7.4% | +13.0% | -20.5% | -22.5% |
| YTD | +27.7% | +13.5% | +14.1% | +6.3% |
| 1Y | +27.0% | +20.0% | +7.0% | -2.7% |
| 3Y | +125.9% | +77.2% | +48.7% | -11.0% |
| 5Y | +4.7% | +81.9% | -77.2% | -58.6% |
| All | +25.3% | +92.9% | -67.6% | -53.3% |
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 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