-100.0%
PARA vs SPY
+78.7%
-178.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.4% |
| 7D | -1.9% | +0.5% | -2.4% | -2.3% |
| 30D | -40.3% | -0.9% | -39.4% | -39.8% |
| 3M | -69.4% | +3.9% | -73.3% | -70.2% |
| 6M | -95.4% | +14.5% | -110.0% | -95.9% |
| YTD | -94.6% | +12.9% | -107.5% | -95.0% |
| 1Y | -97.9% | +19.4% | -117.2% | -98.1% |
| 3Y | -100.0% | +78.5% | -178.5% | -100.0% |
| All | -100.0% | +78.7% | -178.7% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling