-10.8%
LOUP vs SPY
+14.6%
-25.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.7% | -5.4% | -7.2% |
| 7D | -13.6% | -0.7% | -12.8% | -12.1% |
| 30D | -23.2% | -1.0% | -22.2% | -21.1% |
| 3M | -22.2% | -0.3% | -21.8% | -21.0% |
| 6M | -14.4% | +7.3% | -21.7% | -24.5% |
| YTD | -7.4% | +13.3% | -20.7% | -26.0% |
| 1Y | -10.8% | +14.8% | -25.5% | -30.2% |
| All | -10.8% | +14.6% | -25.4% | -30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling