-80.8%
PLAY vs SPY
+313.4%
-394.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.2% |
| 7D | -7.2% | +0.1% | -7.3% | -7.4% |
| 30D | -16.6% | +0.1% | -16.6% | -16.7% |
| 3M | -22.0% | +2.0% | -24.0% | -25.1% |
| 6M | -43.5% | +13.0% | -56.5% | -53.5% |
| YTD | -46.2% | +13.5% | -59.8% | -56.1% |
| 1Y | -64.0% | +20.0% | -83.9% | -73.1% |
| 3Y | -78.0% | +77.2% | -155.2% | -91.4% |
| 5Y | -76.1% | +81.9% | -157.9% | -90.9% |
| All | -80.8% | +313.4% | -394.2% | -97.9% |
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