-80.7%
PLAY vs SPY
+312.9%
-393.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.6% |
| 7D | -0.3% | -2.7% | +2.4% | +4.4% |
| 30D | +19.1% | -5.4% | +24.4% | +30.3% |
| 3M | -22.6% | -4.1% | -18.5% | -17.0% |
| 6M | -27.4% | +0.7% | -28.1% | -28.6% |
| YTD | -51.8% | +8.7% | -60.5% | -57.6% |
| 1Y | -41.0% | +10.9% | -51.8% | -49.8% |
| 3Y | -78.3% | +75.0% | -153.3% | -91.3% |
| 5Y | -80.7% | +67.8% | -148.5% | -91.5% |
| All | -80.7% | +312.9% | -393.6% | -98.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling