-98.5%
LOOP vs SPY
+67.4%
-165.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.3% |
| 7D | -3.5% | -2.7% | -0.8% | -0.5% |
| 30D | -39.4% | -5.4% | -34.0% | -35.4% |
| 3M | -63.1% | -4.1% | -59.0% | -61.3% |
| 6M | -82.1% | +0.7% | -82.8% | -82.2% |
| YTD | -74.9% | +8.7% | -83.6% | -77.2% |
| 1Y | -83.6% | +10.9% | -94.5% | -85.4% |
| 3Y | -92.2% | +75.0% | -167.2% | -95.7% |
| All | -98.5% | +67.4% | -165.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling