-98.4%
LOOP vs SPY
+234.7%
-333.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -2.2% |
| 7D | -11.7% | +0.1% | -11.7% | -11.7% |
| 30D | -40.3% | -3.3% | -37.0% | -38.7% |
| 3M | -63.2% | -2.4% | -60.8% | -62.5% |
| 6M | -82.8% | +2.6% | -85.3% | -83.1% |
| YTD | -75.0% | +11.2% | -86.2% | -77.0% |
| 1Y | -83.7% | +13.4% | -97.0% | -85.1% |
| 3Y | -92.2% | +79.9% | -172.1% | -94.8% |
| 5Y | -98.5% | +72.2% | -170.7% | -99.0% |
| All | -98.4% | +234.7% | -333.0% | -98.8% |
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