-95.5%
PARA vs SPY
+13.6%
-109.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.4% | -4.3% | -4.5% |
| 7D | -7.3% | +0.1% | -7.4% | -7.4% |
| 30D | -42.9% | +0.1% | -43.0% | -42.9% |
| 3M | -67.4% | +2.0% | -69.4% | -68.1% |
| 6M | -95.5% | +13.0% | -108.5% | -95.3% |
| All | -95.5% | +13.6% | -109.1% | -95.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling