+58.3%
YOU vs SPY
+84.6%
-26.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.6% |
| 7D | +21.4% | -2.7% | +24.1% | +26.3% |
| 30D | +31.1% | -5.4% | +36.5% | +41.5% |
| 3M | +5.6% | -4.1% | +9.7% | +11.8% |
| 6M | -7.8% | +0.7% | -8.5% | -9.5% |
| YTD | +61.3% | +8.7% | +52.7% | +42.7% |
| 1Y | +77.4% | +10.9% | +66.5% | +51.9% |
| 3Y | +256.9% | +75.0% | +181.9% | +40.8% |
| 5Y | +27.3% | +67.8% | -40.4% | -41.4% |
| All | +58.3% | +84.6% | -26.4% | -37.3% |
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