-98.6%
LOOP vs SPY
+235.4%
-334.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.6% | +4.5% |
| 7D | -12.4% | +2.6% | -14.9% | -14.1% |
| 30D | -35.7% | -2.0% | -33.7% | -34.6% |
| 3M | -65.2% | -2.8% | -62.5% | -64.4% |
| 6M | -84.7% | +2.1% | -86.9% | -84.9% |
| YTD | -78.0% | +11.5% | -89.5% | -79.8% |
| 1Y | -81.8% | +13.5% | -95.3% | -83.4% |
| 3Y | -93.2% | +77.7% | -170.9% | -95.4% |
| 5Y | -98.6% | +72.6% | -171.2% | -99.1% |
| All | -98.6% | +235.4% | -334.0% | -99.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling