-97.2%
LOOP vs SPY
+238.1%
-335.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.6% | -4.7% |
| 7D | -16.5% | -0.4% | -16.1% | -16.2% |
| 30D | -34.4% | -1.4% | -33.0% | -33.7% |
| 3M | -57.0% | +3.7% | -60.7% | -58.3% |
| 6M | -67.2% | +13.0% | -80.2% | -70.2% |
| YTD | -57.0% | +12.4% | -69.4% | -60.8% |
| 1Y | -78.2% | +18.5% | -96.7% | -80.8% |
| 3Y | -85.5% | +77.6% | -163.1% | -90.2% |
| 5Y | -96.0% | +81.7% | -177.7% | -97.4% |
| All | -97.2% | +238.1% | -335.3% | -98.0% |
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