-96.9%
LOOP vs SPY
+241.6%
-338.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.4% | -7.0% | -7.1% |
| 7D | -8.6% | +0.1% | -8.7% | -8.7% |
| 30D | -30.5% | +0.1% | -30.5% | -30.6% |
| 3M | -63.0% | +2.0% | -65.0% | -63.6% |
| 6M | -63.7% | +13.0% | -76.7% | -67.0% |
| YTD | -52.3% | +13.5% | -65.8% | -56.8% |
| 1Y | -71.6% | +20.0% | -91.6% | -75.2% |
| 3Y | -82.3% | +77.2% | -159.5% | -88.1% |
| 5Y | -95.4% | +81.9% | -177.3% | -97.0% |
| All | -96.9% | +241.6% | -338.5% | -97.8% |
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