-82.2%
PLAY vs SPY
+311.8%
-393.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -2.5% |
| 7D | -8.5% | -0.9% | -7.6% | -7.1% |
| 30D | +13.3% | -2.4% | +15.6% | +18.0% |
| 3M | -19.9% | -1.2% | -18.8% | -18.2% |
| 6M | -21.7% | +3.3% | -25.0% | -26.0% |
| YTD | -50.5% | +12.3% | -62.8% | -58.7% |
| 1Y | -43.7% | +12.4% | -56.2% | -53.1% |
| 3Y | -77.3% | +78.8% | -156.1% | -91.2% |
| 5Y | -79.1% | +75.2% | -154.2% | -91.5% |
| 10Y | -82.2% | +311.1% | -393.3% | -98.4% |
| All | -82.2% | +311.8% | -393.9% | -98.4% |
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