-100.0%
PARA vs SPY
+110.4%
-210.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +1.3% | -9.0% | -9.7% |
| 7D | -77.4% | -0.9% | -76.5% | -76.1% |
| 30D | -87.9% | -2.4% | -85.5% | -89.1% |
| 3M | -95.8% | -1.2% | -94.6% | -96.2% |
| 6M | -98.9% | +3.3% | -102.2% | -99.0% |
| YTD | -99.6% | +12.3% | -111.9% | -99.7% |
| 1Y | -99.6% | +12.4% | -112.0% | -99.7% |
| 3Y | -100.0% | +78.8% | -178.8% | -100.0% |
| 5Y | -100.0% | +75.2% | -175.2% | -100.0% |
| All | -100.0% | +110.4% | -210.4% | -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 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