-98.4%
LOOP vs SPY
+233.4%
-331.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.3% |
| 7D | -8.0% | -0.6% | -7.4% | -7.6% |
| 30D | -42.5% | -3.7% | -38.8% | -40.7% |
| 3M | -63.2% | -2.7% | -60.5% | -62.4% |
| 6M | -83.4% | +2.2% | -85.6% | -83.6% |
| YTD | -75.9% | +10.8% | -86.7% | -77.7% |
| 1Y | -81.5% | +11.2% | -92.7% | -82.9% |
| 3Y | -92.4% | +76.5% | -168.9% | -94.8% |
| 5Y | -98.5% | +72.9% | -171.4% | -99.0% |
| All | -98.4% | +233.4% | -331.8% | -98.9% |
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