Range
Performance vs SPY
Growth of $100 over the selected range ·
Returns
1D–3M from daily closes · YTD and longer use dividend-adjusted weekly closes · 3Y/5Y annualized
Detail
Drawdown
Decline from running peak within the selected range
Risk
Volatility and beta from weekly adjusted returns
Correlation
Weekly returns, last 3 years · 1.00 = move in lockstep