-99.3%
PARA vs SPY
+12.1%
-111.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.3% | +5.6% |
| 7D | -9.6% | +2.6% | -12.2% | -32.7% |
| 30D | -80.8% | -2.0% | -78.8% | -101.9% |
| 3M | -93.9% | -2.8% | -91.1% | -100.6% |
| 6M | -97.9% | +2.1% | -100.1% | -100.2% |
| YTD | -99.5% | +11.5% | -111.0% | -100.1% |
| 1Y | -99.3% | +13.5% | -112.8% | -100.1% |
| All | -99.3% | +12.1% | -111.4% | -100.1% |
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